When the late night talk show legend decided to hang up his suit jacket for good, he wanted the night to end on the highest note possible. Since this was his night, he called in the big guns, asking the Foo Fighters to play him out one last time. That's right. Of all the bands that Letterman has featured on his show over the years (a number in the thousands), the Foo Fighters were the only ones on his mind to play the final curtain call. When he introduced them, he said simply, "My favorite band playing my favorite song." Then they launched into "Everlong," a song which has had special meaning for Letterman ever since he underwent a potentially life-ending quintuple bypass surgery in 2000. During his recovery, that song was what helped him get back into a good mindset.