"Did you forget that yellow bird? / How could you forget your yellow bird?" - "We Are Nowhere And It’s Now,” I’m Wide Awake It’s Morning, Bright Eyes
"And I never thought this life was possible / You’re the yellow bird that I’ve been waiting for" - "Poison Oak,” I’m Wide Awake It’s Morning, Bright Eyes
The references to the “yellow bird” in I’m Wide Awake It’s Morning are probably references to this Simon Joyner song, “Came A Yellow Bird.” Conor Oberst has talked about how much he loves Joyner, even calling him his “favorite songwriter in the world.”
From “Came A Yellow Bird”: “And the yellow bird folded her wings together / And I dragged her down with me”
Other suggestions: A canary in a coal mine, used to test the air; the yellow bird in Perry’s dreams in Truman Capote’s In Cold Blood.