What if the songs aren't copyrighted? They have been recorded and published (somewhat) on a local level (1,000 copies). Should I still copyright them?
They are copyrighted -- just that the copyright has not been registered. Copyright attaches to a creative work as soon as it is "fixed in a tangible format" -- in other words, as soon as you wrote the words down on paper, or committed the music to tape or CD, it was covered by copyright.
You could still register the copyrights with the U.S. copyright office if you wanted to -- it would give you certain extra protections on down the road. See
www.copyright.gov for more info.
What if I copyright the songs without consulting the guitarist?
Well, any author can register the copyright without having to get permission from the other authors -- but if the copyright is registeres without correctly naming all of the authors, well, that's technically illegal (fraud), and while you won't go to jail for this, if you ever needed to sue to enforce the copyright, you could lose based simply on the concept of "unclean hands." Basically, if you used fraud to procure the copyright, anyone you sued could claim, as a defense, that you had "unclean hands," and therefore even if whatever they were doing is wrong, it wouldn't be "fair" or "equitable" for you to gain anything from your fraud. Probably an unlikely scenario, but just something to think about.
From playing the songs? No, you are a co-owner of the copyright. From copyrighting the songs in your name only? Maybe, see above.
There's a couple of paths you can take here. You can ignore everything, and hope it all just resolves itself, and it just might. You can write new songs, and let him have the old ones. You can try and get him to sign away his rights to the songs, although he probably won't do it for free. It's up to you to figure out how you want to handle things. I don't know how serious this band is, but you can guarantee that if you don't resolves things now, and later your band "makes it" and starts bringing in some money, he'll appear out of the woodwork with his hand out -- and, as a co-owner of the copyrights, he WILL be entitled to a share of your profits...