"Cuckoo Cocoon" was written and recorded for the concept album The Lamb Lies Down on Broadway. Rael regains consciousness and realizes he is wrapped up in a cocoon. He hears the sound of water drops, indicating he might be in some sort of cave, but the reassuring warmth of the cocoon appeases his worries and he goes to sleep. The song is a gentle ballad sung over a weird-sounding (as if played underwater) guitar. It includes one of the rare flute solos of the album. On the Lamb Lies Down on Broadway tour, Peter Gabriel sang the song partly hidden on the floor level of the stage. It was not performed after this tour and left little mark in fans' minds, but surprisingly, the country-folk band Hazeldine recorded a cover version.