Rolling Stones - Complilation Album Hot Rocks - While the album carries most of the band's biggest hits during their first decade, it does drop a few of them to include standout tracks such as "Play With Fire", "Under My Thumb" and "Gimme Shelter" giving listeners a more well-rounded impression of The Rolling Stones' music in this era. Although "Brown Sugar" and "Wild Horses" are a part of Sticky Fingers, those two songs are co-owned by the band and Allen Klein because The Rolling Stones recorded the songs while they were still under contract to Decca.