The War on Drugs left nothing behind at the Ed Sullivan Theater during their performance on the Letterman show. TWOD performed “Come to the City,” a sprawling track off of “Slave Ambient” that conjures up that slow tune off of old U2 albums, i.e. “Running to Standstill.” The live take last night included sax and horn players to make an already gutty song even better. You know it was a great performance when Paul Schaeffer is giving you a hi-five and David Letterman wanting to buy your drum kit.