LIMESTONE — Thousands of people left during Phish’s Saturday night show, the first large-scale walkout since the group formed 15 years ago.

But true to the band’s contrarian nature, the fan exodus was anticipated as Phish delved into an unexpected fourth set of music that guitarist Trey Anastasio described as “ambient” sounds similar to the work of Brian Eno.

After Phish closed the show, which began shortly before 5 p.m. and included four hours of music and two intermissions, the band returned for the final set of impromptu arrangements and ephemeral noodlings.

Stage lights were turned off and lit candles were strewn across the stage. At the conclusion of the set at about 1:30 a.m. Sunday, candles were used to light a large flame symbolizing, as Anastasio explained to the capacity crowd, the bond between Phish and its legion of followers. The flame remained lit for the rest of the weekend.

Thousands of fans flocked to Limestone reeling with anticipation about a weekend guaranteeing at least six sets of Phish and surprise cover songs the band introduced during its cross-country summer tour. “Sabotage” by the Beastie Boys, “Blister in the Sun” by the Violent Femmes, and Marvin Gaye’s “Sexual Healing” were a few of the covers, but the one many were still talking about at Limestone was the version of the Grateful Dead’s “Terrapin Station” that Phish performed in Virginia earlier this month.

Saturday’s performance did include cover tunes, but ones the quartet have played regularly, such as Son Seals’ “Funky Bitch” and “Cities” by Talking Heads, two songs Phish played consecutively before concluding the first set with a spry “Weekapaugh Groove.”

Part of the group’s allure is its unwillingness to allow an audience to become complacent, juxtaposing standard Phish arrangements such as the first set’s driving “Split Open and Melt” with the hillbilly tune “Poor Heart,” featuring the vocals of drummer Jon Fishman.

But occasionally the segue from one song to the next can be uneven and roughshod. During the third set, which lasted just under an hour, Phish followed the upbeat opener “Nicu” with a compelling “David Bowie” that included a long teaser before the band exploded into the song’s opening notes. Whatever momentum Phish had gained with “Bowie” was deflated with the incongruous transition to the dreadful “Strange Design,” a dreary melody that cannot be carried by the singing of keyboardist Page McConnell.

Fans overlook these lapses because more often Phish presents uplifting, soaring arrangments that are the antithesis of the uncompromising grunge sound that dominated radio airwaves a few years back.

Bassist Mike Gordon anchors a musical collage featuring the lilting playing of McConnell on keyboards and the driving cadence of Fishman at the drums. But it’s Anastasio’s meanderings on guitar that give the music emotion and sophistication.

When the group casts aside the songs with the silly lyrics, such as “Simple,” played in the first set, or “Sanity,” a second-set composition, and opts for darker moods, Phish becomes a dangerous band.

“Reba,” a favorite among fans, was introduced early in the second set and Anastasio’s riveting guitar work took the tempo from lolling to frenetic. Next came “Gumbo” with its sharp chords and a funky sound the band’s been incorporating into its work for a couple of years now.

The entrancing “Tweezer” jam was highlighted by a mesmerizing light show appreciated even by fans hundreds of yards from the stage. “Chalkdust Torture” — with its anthem, “Can I live while I’m young?” — and the thoughtful “Slave to the Traffic Light” closed out the second set. A second light show began during the end of “Slave” when fans near the stage began tossing hundreds of fluorescent glow sticks into the air.

After a short third set, Phish returned to the stage for an extended encore that included a surprisingly lively “Halley’s Comet” followed by “Cavern” and the “Tweezer Reprise” exclamation point to close the show.

After about a half-hour Phish came back onstage for the improvisational fourth set, during which a sea of fans began strolling back to their campsites while others stayed behind, either sleeping, talking or swaying with the music.