After spending a week covering other people's songs on the 'Late Show with David Letterman,' Foo Fighters waited until last night (Oct. 17) to unveil one of their new songs. Check out the video of them performing 'Something from Nothing' above.

Foo Fighters got a bit of help on the song from Cheap Trick's Rick Nielsen, who shows up at about the 3:15 mark to add a little extra guitar muscle to the last two minutes. Nielsen also performs on the studio version of the song, which will appear on the Foos' star-studded 'Sonic Highways,'

Thursday night, Nielsen joined them for a cover of his own 'Stiff Competition,' which featured Taylor Hawkins stepping out from behind the drum kit to do his best Robin Zander impression. Earlier in the week, they performed with Zac Brown (a cover of Black Sabbath's 'War Pigs'), Heart ('Kick It Out') and Tony Joe White ('Polk Salad Annie').

'Sonic Highways' arrives on Nov. 17. An eight-episode HBO documentary about the making of the record premiered last night. After it aired, they performed at Chicago's Cubby Bear, which was streamed on HBO's Facebook page. The 'Late Show' episode was taped earlier in the week.