In Express 4
Install the favicon middleware and then do:
var favicon = require('serve-favicon');
app.use(favicon(__dirname + '/public/images/favicon.ico'));
Or better, using the path module:
app.use(favicon(path.join(__dirname,'public','images','favicon.ico')));
(note that this solution will work in express 3 apps as well)
In Express 3
According to the API, .favicon accepts a location parameter:
app.use(express.favicon("public/images/favicon.ico"));
Most of the time, you might want this (as vsync suggested):
app.use(express.favicon(__dirname + '/public/images/favicon.ico'));
Or better yet, use the path module (as Druska suggested):
app.use(express.favicon(path.join(__dirname, 'public','images','favicon.ico')));