But for the April 30 broadcast, which will air live on CBS, VEVO and right here on Radio.com at 8 p.m. EST, the band won't grace the stage of the historic Ed Sullivan Theater. The show will instead move from its usual home in Letterman's studio to The Hudson Theater near New York City's Times Square. The refurbished Broadway theater can fit 700 people, which is a lot of Phoenix fans singing along to "Entertainment," the French band's latest single.

Fans can expect a night filled with past hits from Phoenix's previous four albums, including their 2009 breakthrough record, Wolfgang Amadeus Phoenix, along with new songs from Bankrupt!.