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In 2003, four fragments that would appear in later lyrics of the song ("AVOID EYE CONTACT", "CHEER AT THE GALLOWS", "ROUND UP", "BURN THE WITCH") appeared in the lower left side of this artwork from the Hail To The Thief booklet:

This raises the question how developed 'Burn The Witch' was in september 2002, when Stanley did this painting in Los Angeles.
Since 2004, the menu of the Scrapbook section of, called 'Diet of Worms', was made up from an early draft of lyrics for 'Burn The Witch'. The fragments from the Hail To The Thief artwork are all included here, so maybe this text is from 2002 and the artwork from the L.A. sessions shows excerpts from it:

On September 28th 2005, Thom mentioned that he had finished writing the lyrics to 'Burn The Witch' in this post from Dead Air Space:

'Burn the Witch' was one of the titles that appeared on the blackboard the band used during two weeks of rehearsals from September 19th to 30th 2005. At the end of that session, Colin posted a picture of this board on Dead Air Space on september 30th, unfortunately (and probably intentionally) in rather low resolution, so that some of it can't be deciphered:
On March 8th 2006, shortly after sessions with Mark Stent had come to an unfruitful end, another photo of a blackboard (and a perhaps slightly worried Ed) was posted on Dead Air Space. A tour had been scheduled for may and june to escape the frustration of the recent sessions and to breathe new life into the project. Rehearsals for the upcoming dates had begun recently, and this board shows which new songs were at this point considered for inclusion in the setlists. 'Burn the Witch' was one of these, but would not be played (click image for full size):
On June 24th 2006, during the second show in Berkeley, Thom teased the audience with the opening chords and gave an explanation for not playing it, that (even though ideas for an orchestral arrangement were mentioned earlier) appears to be slightly tongue-in-cheek:
On February 4th 2007, Thom posted some of the lyrics from 'Burn the Witch' on Dead Air Space. They look like a condensed version of what was seen in the 'Diet of Worms' page:

On May 14th 2008, during the show in St. Louis, a second teaser was played right before 'Videotape' as a reaction to shouts from the audience for the song:
The lyrics for the song can be seen in one of eleven pieces of artwork made from several layers of tracing paper, including some early drafts beneath the final one: