Foo Fighters performed a two-hour Live on Letterman set. The mega-rock group decided to mimic The Beatles as they played the iconic Ed Sullivan Theater. Even the first half of their performance was broadcast in black & white! The Foo Fighters 22 song setlist below. Setlist Bridge Burning Rope Dear Rosemary White Limo Arlandria These Days Back & Forth A Matter of Time Miss The Misery I Should Have Known Walk All My Life Times Like These My Hero Learn To Fly Cold Day in the Sun Big Me Stacked Actors Monkey Wrench Everlong Best of You This is a Call