Only covers by the group are included here.  Solo covers by Sandy Denny or other members are not included.

A Chronicle Of Sorts 1967-1969....(1995 - CD compilation - UK)
Collection of radio appearances & rarities
Lay Down Your Weary Tune....(BBC Top Gear 11/24/1967)
Si Tu Dois Partir...(If You Gotta Go, Go Now)....(BBC Top Gear 3/18/1969)
Dear Landlord....(outtake from Unhalfbricking)

Heyday - BBC Radio Sessions 1968-1969....(1987 - LP - UK - not shown)
Heyday - BBC Sessions 1968-1969 / Extended..(2002 - CD - UK- center)
Percy's Song
Si Tu Dois Partir
(both tracks from Top Gear, rec: 3/18/69, broadcast: 6/04/69)

Fairport Convention....(1968 - UK LP)
Jack O'Diamonds
Not really a cover,  because it's not really a Dylan song,  but one of his poems set to music without permission.  Included here for completeness.

What We Did On Our Holidays....(1969 - UK LP)
released in US as:
Fairport Convention....(1969 - US LP)
I'll Keep It With Mine

Si Tu Dois Partir...(If You Gotta Go, Go Now)....(see picture sleeves HERE)
Million Dollar Bash
Percy's Song
Dear Landlord....(outtake - CD bonus track)

Live Convention....(1974 - UK LP - Live)
released in US as:
A Moveable Feast....(1974 - US LP - Live)
Down In The Flood

Before The Moon....(2002 - 2xCD - Live)
Two concerts,  Ebbets Field, Colorado,  April 1974
Down In The Flood....(early show)
Down In The Flood....(late show)

A.T.2, The Reunion Concert..(1982 - Live - Home Park, Cropredy  8/14/1982)
Forever Young(Also on:  Forever Young – A British Folk Tribute To Bob Dylan)

The Boot....(1983 - Live - Home Park, Cropredy  8/13/1983)
Percy's Song
Million Dollar Bash
Si Tu Dois Partir...(If You Gotta Go, Go Now)
2000 CD reissue shown, combining the above 2 previously cassette-only albums

Moat On The Ledge: Live at Broughton Castle..(1982 - Live - CD shown)
Country Pie

25th Anniversary Concert....(1993 - Live - Cropredy Festival   8/14/92)
Girl From The North Country 

Ashley Hutchings
The Guv'nor, Vol.1....(1994 - CD compilation - 1996 US CD shown)
Dear Landlord....(Fairport Convention outtake from Unhalfbricking)
(Also on:  Forever Young – A British Folk Tribute To Bob Dylan)

All the same recording:
Red & Gold....(1995)
Close To The Wind....(1998)
Rhythm Of The Times....(2003)
Open The Door, Richard...(Open The Door, Homer)

The Quiet Joys of Brotherhood:
Live at the Cropredy Festivals 1986 & 1987....(2004 - 2xCD)
Tomorrow Is A Long Time...(recorded 1987)

The Cropredy Box....(1997 - Live)
Cropredy Festival,  8/8+9/1997
Jack O'Diamonds
Million Dollar Bash
Si Tu Dois Partir...(If You Gotta Go, Go Now)

Festival: Cropredy 2002....(Released 2003 - Live)
Cropredy Festival,  8/9+10/2002  (see below for 2008 reissue)
Jack O'Diamonds
It Takes A Lot To Laugh, It Takes A Train To Cry
I'll Keep It With Mine
Million Dollar Bash
You Ain't Going Nowhere

Fairport Unconventional....(2002 - 4xCD Box)
The 3 tracks from "A Chronicle of Sorts" (top of page) plus:
I Don`t Believe You....(outtake from 1973 album “Nine”)
Percy's Song....("rare" - alternate take?)

Over The Next Hill....(2004)
New recording
Si Tu Dois Partir...(If You Gotta Go, Go Now)

Some Fairport Convention anthologies contain Dylan covers.  2 examples:
Meet On The Ledge: The Classic Years (1967-1975)....(1999 - 2xCD)
I'll Keep It With Mine
Percy's Song

Then & Now 1982-1996: The Best of Fairport Convention....(2002 - CD)
Si Tu Dois Partir...(If You Gotta Go, Go Now)....(from:  “The Boot” 1983)

Live at The BBC....(2007 - 4-CD boxset - rec-?)
Down In the Flood
Open the Door Richard (Homer)
Lay Down Your Weary Tune
Jack O'Diamonds
*Percy's Song  (3/18/69)
*Si Tu Dois Partir  (3/18/69)
previously unreleased except * from Heyday

Festival Cropredy 2002....(2008 Reissue)
Cropredy Festival,  8/9+10/2002 (same tracks as Festival CD above)