The all-star band first performed at the 12.12.12 Concert for Sandy Relief at Madison Square Garden last year, and also played on Saturday Night Live. However, at both of those appearances, they only performed "Cut Me Some Slack," the song they did for the soundtrack of Grohl's Sound City documentary.

This time, they jammed on a few other songs, too: a cover of Little Richard's "Long Tall Sally" and three Beatles classic, "Get Back," "Helter Skelter" and "The End."

McCartney continues his Out There Tour next month at San Francisco's Outside Lands Festival before heading to Canada and later this year, Japan.