Which Leonard Cohen album contains the song "Alexandra Leaving"?

When first introduced to the music of Leonard Cohen in 1973 I was 13 years old and hated it. Music to Jump off the Harbour Bridge By I called it. Thirty-six years on from then and I feel like I’ve just woken up and discovered this wonderful poet for the very first time, WOW! Yesterday I ordered a copy of the Live in London double album but sadly it does not contain Alexandra Leaving. I just know somebody out there will be able to point me in the right direction, if not walk me right up to the front door. Thank you people.