The Foo Fighters started a week long residency on CBS' Late Show with David Letterman last night. The band performed a cover of Black Sabbath's "War Pigs," that featured Zac Brown.

Brown is on the upcoming Foo Fighters disc Sonic Highways, to be released on November 10th. Grohl worked with Brown in 2013 producing an EP for the country star.

Incidentally, his band's version of "War Pigs" is not included on Sonic Highways, which will be released November 10.

Prior to the performance, Grohl sat down with David Letterman and explained the concept behind Sonic Highways and its companion HBO documentary series, which debuts Friday night. He reiterated that the band recorded the album in eight cities. At each stop, Grohl interviewed a famous musician from the area.

The experience helped him form the songs on the new album; he took instrumentals and added lyrics based on transcripts from his interviews.

Letterman specifically asked Grohl about New Orleans, one of the cities the Foo Fighters visited. Grohl said the culture, the history, and even the weather influences the music scene there: "The humidity in the air knocks the horns and the pianos out of tune, so when you hear true New Orleans jazz it's kind of warbly and funky."

Grohl made sure during the interview to credit Letterman for supporting his idea for the Sonic Highways project by hosting his band this week.

You can watch the second night of the Foo Fighters on the Late Show Tuesday at 11:35 p.m. Eastern time on CBS.

Watch The Foo Fighters and Zac Brown perform "War Pigs."

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