SYMPATHY FOR THE DEVIL isn't the name of any Godard film, but of a bastardized re-cut of Godard's ONE PLUS ONE.
There's another noir-ish thriller with a name jacked from a Warren Zevon song - I'll Sleep When I'm Dead. The only soundtrack that I can recall the man himself showing up on is the divine Midnight Cowboy album; then there was the Shatner-writen sci-fi series, but let's not speak ill of the dead...