Let's see here...
Nirvana - The Man Who Sold The World (David Bowie cover), Where Did You Sleep Last Night (?) ...both from Unplugged
RATM - Maggie's Farm (Bob Dylan cover)
Audioslave - Seven Nation Army (White Stripes cover)
Staind - Black (Pearl Jam cover)
Jimi Hendrix - All Along the Watchtower (Bob Dylan cover)
Dave Matthews Band - All Along the Watchtower (^)
Fiona Apple - Across the Universe
Radiohead - Sunday Bloody Sunday (U2 cover)
Tool - Terrible Lie (NIN cover)
Tea Party - Paint it Black (Rolling Stones cover) ... a really dark version of the song... it suits it perfectly
No Doubt - Oi to the World
Metallica - Whiskey in the Jar
Avril Lavigne - Knockin' on Heaven's Door
A Perfect Circle - Ashes to Ashes (David Bowie cover)
Most of these haven't been mentioned, I think