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In the retrospective innocence of the summer of 2001, the band Wilco had its fourth album, “Yankee Hotel Foxtrot,” rejected by its label, Reprise, which deemed the gorgeous pop record too experimental for mainstream listening. That astoundingly bad decision set off a fortuitous chain reaction: Wilco left Reprise with the masters of the record; when the songs started to leak, the band responded by streaming free of charge on its website. By the end of the year, playing this oddly prophetic collection in the shadows of 9/11, frontman Jeff Tweedy listened in wonder as audiences in packed clubs and theaters sang every word of songs they hadn’t paid for.

None of this sounds all that remarkable today; at the time, though, it was astonishingly foresighted, and the success the band attained and has retained owed a lot, at least initially, to the David and Goliath story that “Yankee Hotel Foxtrot” came to symbolize — the triumph of artistic integrity over commercial know-nothingness, taste over mediocrity.

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The album’s title is echoed in “Alpha Mike Foxtrot: Rare Tracks 1994-2014,” a sprawling four-CD set of demos, alternate takes, B-sides, live cuts, promo-only tracks, and other miscellany. The compilation — along with a well-curated hits collection, “What’s Your 20?” — is set to be released on Monday, the 20th anniversary of the band’s first show. Both are on Nonesuch, the label that signed Wilco after the breakup with Reprise. (Both Nonesuch and Reprise, paradoxically, are Warner Bros. affiliates.)

While “What’s Your 20?” offers a neophyte a compact overview, “Alpha Mike Foxtrot” presents the band’s stylistic evolution from rootsy Americana to power pop to experimentalism to a kaleidoscopic synthesis of them all, in rough starts, trial runs, one-offs, and covers. It’s Wilco’s history, through a glass darkly.

Some of the most stimulating among the 77 tracks are those that offer sidelong glances at how the band forged its multiple identities, a process jump-started by the addition of guitarist Jay Bennett after Wilco made its debut album, “A.M.” While soundchecking for the radio program “Mountain Stage’’ in early 1995, Bennett began idly playing the piano, something Tweedy didn’t even know he could do. That led to what Tweedy, in the liner notes, calls “this kind of unique version” of “I Must Be High” from “A.M.” It’s a hint of the sonic boundaries Wilco would unlock over the next several years, as well as the role Bennett would play as Tweedy’s chief creative partner and foil. (He was dismissed from the band in 2001 and died in 2009.)

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At least since “Yankee Hotel Foxtrot,” Wilco has never interfered with fans getting its music, legally or otherwise. As a result, many of the tracks on “Alpha Mike Foxtrot” have circulated in fan-made collections and online. The set is still worth having even if you know the contents, though, not least for Tweedy’s revealing, sometimes painfully honest liner notes. On an early version of “She’s a Jar,” one of the darker songs on “Summerteeth,” recorded when he was battling an addiction to painkillers: “It was a pretty awful time. Anyway, this is what we have to show for it.” On the outtake “Let Me Come Home”: “Pretty painful listening. I think this may be the sound of untreated depression.”

The “YHF’’ incident is obliquely alluded to in relation to two “Summerteeth” tracks remixed by David Kahne, the Reprise executive widely thought to have been behind that album’s rejection. “It was a really good learning experience for what not to do — trust other people with the vision of your music,” Tweedy writes pointedly of the remix of “A Shot in the Arm.” “But it’s interesting to listen to because it sounds like an artifact of a very different time in music, and that’s what it is.”

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Several songs — “A Magazine Called Sunset,” “Cars Can’t Escape” — have become fan favorites without ever seeing an album release. And there’s a bevy of well-chosen covers, among them Ernest Tubb’s “The T.B. Is Whipping Me,” with plaintive harmony from Syd Straw; a swaggering version of Gram Parsons’s “One Hundred Years From Now”; and an eerily dead-on rendition of Steely Dan’s “Any Major Dude Will Tell You.”

For me, the set hits paydirt with a rare outing of the punk version of “Passenger Side,” recorded live at the Fillmore in 1997. Played at around three times the speed of the version from “A.M.,” it’s just under two minutes of sloppy, ferocious fun, Tweedy howling like there’s a blowtorch in his throat. I’ve always found this rendition a far better vehicle for the song’s drunk-driving misadventure story than the lazy country-rock original was.

I have to admit to feeling some nostalgia in tracks like this: rough-edged, impulsive, what-the-hell moments that are rare in the group’s outings now. There’s no doubt that Wilco has grown vastly in terms of collective musical ability. Its current configuration — Tweedy, bassist John Stirratt, guitarist Nels Cline, multi-instrumentalist Pat Sansone, keyboardist Mikael Jorgenson, drummer Glenn Kotche — can play rings around earlier incarnations. Proof, if needed, can be found here in a face-melting live version of “Spiders (Kidsmoke),” taped less than a month after this lineup’s first show in 2004. But for all its advanced chops, the band seems a little less spontaneous now, which is why it’s so enjoyable to root through the embryonic versions of Wilco as they slosh through the messy process of figuring out what kind of band they would be.

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“Alpha Mike Foxtrot” ends with a cover of Nick Lowe’s “I Love My Label,” a cheeky salute to the launch of Wilco’s own recording imprint, dBpm Records. Not only does it bring the story up to roughly the present, but it completes a long, ultimately joyful arc from recording industry castoffs to masters of their own domain, which now includes a (roughly) annual summer festival at MASS MoCA (returning next on June 26-28, 2015).

A useful summary of Wilco’s present status comes in the booklet’s final essay, in which Cline recounts joining the band: “[O]ne of the first things Jeff told me was that for every record there is a big chunk of the audience that bails out because of some sort of dismay with the changes stylistically or personnel-wise and then there’s a bunch of people who jump on. I’m sure that is absolutely true, but it definitely seems like there are more people jumping on than off at this point. For a band of older dudes, with no hit song, who aren’t exactly hunky, it’s pretty amazing.”

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David Weininger can be reached at globeclassicalnotes@gmail.com. Follow him on Twitter @davidgweininger.