Letter 4 Miles is an unreleased instrumental recorded on 30 September 1991, at Paisley Park Studios in Chanhassen, Minnesota (two days after Gett Off's Cousin, the day before the release of Prince and the New Power Generation's album Diamonds And Pearls and the recording of Do U Wanna Rock?, Sweet Baby and Allegiance). The track was a tribute to Miles Davis, who had died two days before, although Michael B., who was the only other musician present at the session, wasn't aware that this was a tribute, and wasn't aware of the title. Horn overdubs by The Hornheadz were added in February 1992, also at Paisley Park Studios. The track remains unreleased.
The original title of this song was Miles Is Not Dead, a Paisley Park work order from 1991 lists it as such, but when The Hornheadz overdubbed the song in February 1992 its title was changed to Letter 4 Miles.