While supporting the release of their new album Mirage Rock (released today), Band of Horses performed as part of the “Late Show with David Letterman” web series “Live on Letterman.”

The band performed a full 45-minute set of songs that included “Knock Knock,” Infinite Arms’ “Laredo,” Cease to Begin’s “No One’s Gonna Love You,” and “Funeral.”

Below you can watch the entire performance. On Wednesday, Band of Horses will appear on the “Late Show.”

(via Under the Radar)