Buckley was immersed in music and, when not working on his own material or with his band, he contributed numerous times to projects with his friends and musical peers. John Zorn regularly held collaborations at the Knitting Factory, and Buckley performed vocals on the tracks "Taipan" and "D.Popylepis" that appeared on 1992 album John Zorn's Cobra: Live at the Knitting Factory. Buckley contributed vocals on "Jolly Street" from The Jazz Passengers' 1994 album In Love, and he played six string bass and drums on tracks from his ex-girlfriend Rebecca Moore's album Admiral Charcoal's Song. Buckley also performed backup vocals and guitar on Brenda Kahn's "Faith Salons" which was released on her 1996 album Destination Anywhere. On Patti Smith's 1996 album Gone Again, Buckley provided vocals on "Beneath the Southern Cross" and played esraj on "Fireflies". He co-wrote "Despite the Tears" with Chris Dowd, then lead singer of The Seedy Arkhestra, for the album Puzzle, co-produced by Dan Siegler and also contributed vocals and guitar on two more tracks, "A Thousand Tears" and "Flog Your Dead Horse". Buckley's drummer Matt Johnson played on the album as well, along with Joan Wasser and Joseph "Amp" Fiddler. Dowd had previously co-written "What Will You Say" with Buckley and Carla Azar, which appeared on Mystery White Boy.
Since Jeff Buckley only completed one album, many posthumous releases, as well as bootlegged unreleased live recordings, have proved popular with fans. These recordings come from all periods of his career; in particular, Buckley made many soundboard recordings of the concerts from his 1995–1996 tours. Mary Guibert, his mother and head of his estate, expressed an interest in releasing these live concerts as a special subscription series, leaving the recordings uncut: "warts and all".[33] However, this project has yet to come to fruition.
A number of Buckley's 4 track demos for My Sweetheart the Drunk have been leaked over the internet but the majority of the demos from this period have remained out of the public domain. Michael Tighe has made reference in particular to one track, "Sky Blue Skin", that he personally feels is a very important song of Buckley's (the track was finally released in 2019).[34] Other names of unreleased songs from the demos have circulated amongst fans including: "The Morning After", "Open Up and Bleed", "Dendrils of Death", "Don't Listen to Anyone But Me", and "Pleasure Seeker". A version of "Dendrils of Death" has been recorded by Buckley's old bassist, Mick Grondahl, and his band Tongue.[35]
Certain live performances by Buckley have specifically been held in high regard. "Dido's Lament", an aria from Dido and Æneas by Henry Purcell, was performed live at the Meltdown festival in 1995, directed by Elvis Costello. The falsetto operatic piece is unusual in Buckley's catalogue, having similarities only with Buckley's version of "Corpus Christi Carol" featured on Grace. The Meltdown festival also featured a particularly beautiful version of "The Other Woman". Although unreleased, an excerpt of this version of "Dido's Lament" has appeared on the soundtrack of BBC documentary Everybody Here Wants You. "Edna Frau" was written with Mick Grondahl, Buckley's bassist and was performed live on at least one occasion on The Hard Luck Tour. Grondahl also sings on this song and it was the only occasion he did so during the time he was a member of Buckley's band. Other popular recordings are a performance of "We All Fall in Love Sometimes" by Elton John and Bernie Taupin recorded on October 11, 1992, for WFMU's "The Music Faucet" and "Three is The Magic Number", by Schoolhouse Rock, from Buckley's Mercury Lounge 1996 New Year's Eve concert.[36]
Michael Tighe also mentioned Buckley's collaboration with Elizabeth Fraser of Cocteau Twins, describing "All Flowers in Time Bend Towards the Sun" as a beautiful piece worthy of release.[34] Buckley contributed to a piece of music about alien abduction called "Ozark Melody". The song was recorded in the middle of 1996, with lyrics written by Joe Tripician while the music was composed by Buckley and Frederick Reed.[37] This song is available to download on the internet with permission from the Estate of Jeff Buckley, but has not had an official release.