Foo Fighters performed two new songs on the May 4th episode of The Late Show with Stephen Colbert , but the band also played a couple of classics that didn’t air on the program. Now, Colbert has shared the performances of “This Is a Call” and “Everlong” as a web-only exclusive, with a nod to David Letterman. While TV viewers got to see the Foos play “Caught in the Echo” and “Window” from their new album Your Favorite Toy last week, the studio audience was also treated to a medley of the first and last songs the band ever played on The Late Show with David Letterman , which preceded Colbert’s 11-year stint as host of the late-night program.…