Winter Comes Home was a live album credited to David Thomas and his Legs, released in 1982, in which Thomas was supported by Chris Cutler and Lindsay Cooper. Trouser Press reports that the album "mixes intellectual stand-up comedy with winning performances".  The album did not appear in the 1997 anthology Monster, and has never been released on CD, and David Thomas has pronounced the album to have been officially "disappeared":
"If it HAD existed I'd explain the reason to disappear it as follows: that version of the Pedestrians was more of a theatrical experience than a musical one and the intention was always that the release be a limited edition; a limited edition means that it's limited. But the album never existed so there's no reason to explain ANYTHING."