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The info for the 1994 show at the Fox and the 1995 show at Kiel has been transposed. Fox ended with Head Like a Hole and no encore, and Kiel had the encore that included Something I Can Never Have.

djcrb9 is correct.

No encore for the 1994/09/11 St. Louis show:

https://groups.google.com/forum/#!topic ... _TLAezWNVk

Setlist (also confirmed with video bootleg):

Pinion
Mr. Self Destruct
Sin
March of the Pigs
Piggy
Reptile
Gave up
Happiness in Slavery
Eraser
Hurt
The Downward Spiral
Wish
Suck
Ruiner
Down in it
Head Like a Hole

For the 1995 show, there's also a video bootleg, and the setlist is:

Pinion
Mr. Self Destruct
Sin
March of the Pigs
Piggy
Reptile
Gave Up
Happiness in Slavery
Eraser
Hurt
The Downward Spiral
Wish
Suck
The Only Time
Down In It
Head Like a Hole

However, the video ends after HLAH. There's no reason to think the encore didn't proceed as usual though with:

Closer
Dead Souls
I Do Not Want This
Something I Can Never Have