"My Dead Friend" is a song Trent Reznor hinted at in a pre-With Teeth interview. It has not been released, nor has it been clarified as even recorded, along with several other With Teeth-era songs: "The Warning," "Message To No One," and "The Life You Didn't Lead," all hinted in PDF lyric sheets and posters.
In 2005, "selfhatred" asked this in the Access section of nin.com:
"I can see that "My Dead Friend" isn't on the lineup for With Teeth. Was the title changed or did the song go away altogether? If so, will we be hearing it somewhere else?"
Trent replied:
"There are several songs that have already found a home on the next record."
Take this as you will.