‘The Bridge I Burned’ is a cut from one of the extended editions Elvis Costello released in the early 2000s, in this case the 2001 reissue of 1995’s All This Useless Beauty.
At least that’s where my copy of this song lives. It was originally released as part of a 1997 greatest hits collection, a contractual obligation that allowed Costello to finish off his time at Warner Bros.