Joe Walsh took the stage last night (Nov. 14) with the Foo Fighters, thrilling the crowd at the Roxy in West Hollywood with a run through 'Rocky Mountain Way,' as well as their new collaboration 'Outside.'

The latter is featured on the Foo Fighters' new album and HBO series, 'Sonic Highways.' Walsh and Foos leader Dave Grohl had earlier performed 'While My Guitar Gently Weeps' during last February's Grammy salute to the Beatles.

Clearly, they became fast friends. "It wouldn't be a show," Grohl said by way of introduction at the Roxy, "unless we had the one, the only Joe Walsh!" Walsh, in a talk with Rolling Stone, said: "You have to be in a good mood around those guys. It's wonderful energy." Watch the video above for more.

The Foo Fighters then released the official video for 'Outside' today (Nov. 15). Recorded at Rancho de la Luna in Joshua Tree, California, the clip gets about three minutes in before we get our first glimpse Walsh, rolling toward their desert set in a classic red muscle car. The Foos then break it down, just in time for the Eagles guitarist to plug in and unleash a quietly involving solo.

"It was really a hoot to go to Rancho De La Luna and record with everyone playing at the same time," Walsh added. "I had almost forgotten how, and it's just the basic way we used to do it. You just went for the best take. You didn't fix everything on it."

Jane's Addiction frontman Perry Farrell also guested with the Foo Fighters at the Roxy; the entire group did a version of 'Mountain Song.'

Watch the Official Video for 'Outside'