There are some bands that seem pre-disposed to playing such grand venues. Selling bucket loads of records helps, obviously, but there are bands who just look right beneath the ramparts and the cannons and the heraldic flags. Bands that possess the kind of sure-footedness and gravitas not to look completely ridiculous in such impressive surroundings. Apologies to those who had logged on hoping to find a review of The Pigeon Detectives at Wimborne Tivoli.

No, this is the kind of thing that happens to bands that name themselves after public tragedies and their records after personal ones; to bands not afraid of looking a bit dour in the name of concept. The Arcade Fire have sufficient numbers to fill the vast stage and occupy the space that remains with an array of instruments, including a pair of drum kits and numerous other percussive devices, all of which see active service.

Opening confidently with 'Ready to Start', which is probably as close to a playful self-reflexive joke as Win Butler's band gets, this eight-piece seem intent on not to be over-awed by the venue. 'This is the one we have been looking forward to,' says Butler, the lank, stoical ship's mast on a busy deck, multi-instrumentalist figures dashing around him to take their marks for the next song. That's The Arcade Fire for you: nothing if not well-drilled.

Not too much has been left to chance with the set list, either. 'Keep the Car Running' and 'No Cars Go' are the musical equivalent of a safe pair of hands and both are rereassuringly despatched before Régine Chassagne takes centre stage on 'Haiti', the first of two diverting, invigorating turns (the other being 'Mountains Beyond Mountains', where she proceeds to go all Kate Bush on us.) This is in contrast with a lot of the material from most recent album, 'The Suburbs'. 'Rococo' is more mournful than on record and Butler's voice is etched with nostalgia and loss during 'Suburban War'. 'The Suburbs' the song is giddy and cinematic, lent extra weight by images projected onto the backdrop which look like deleted scenes from a Richard Linklater movie.

It is noticeable that when The Arcade Fire really want to turn it on that they retreat to songs from 'Funeral' and it is hard to escape the feeling that they are yet to improve on their earliest material, in sound at least, if not in concept. 'Wake Up', their one true stadium rock song, is played half-a-bar slower for maximum effect before its familiar wig-out ending and 'Laika' remains a lurking, unsettling beast of a tune, all discordant beats and Mark E Smith-style half-shouts.

Not everything translates to the big stage as comfortably: 'Intervention' is a touch pedestrian and 'Speaking in Tongues', shorn of David Byrne's input, is lightweight. 'Month of May', the blistering core of 'The Suburbs', descends into confusion from the first chorus. Butler emerges from this third act blip the best way he knows how – with more songs from 'Funeral' – and it does the trick, 'Power Out' in particular combining rawness and finesse in a fashion that can only truly be achieved by so many musicians playing so many instruments.

The Arcade Fire may still be a touch too austere to inspire the levels of maniacal fervour in their audience that the scale of their songs suggests, but it is difficult not to be impressed with their endless craft and improvisation in search of a better sound. The show ends in cannon fire. Don't be surprised if Butler was taking notes.

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