They played “Big Guns”, it was a repeat of the 3/21 broadcast. In case you missed it, (for a second time), here is the YouTube link.
You might notice that “Dave”, (I think that’s his name), the bandmember who usually plays pedal steel, does nothing but clap about 4 times on this tune. It’s kind of funny/embarassing because the guy is a good player, (I saw them live), but he looks like a bit of a goof, just standing on stage tapping his feet. But hey, if I had the chance to go on Letterman, I’d probably clap too.
As a side note, I really wanted to hear this tune on The Sopranos in the scene when Vito took off after Tony’s crew found out he was gay. Note to Sopranos music producer, talk to me first next time.