Last night, weathered synth-rock legends Depeche Mode did musical-guest honors on the Late Show With David Letterman, brooding their way through the new single “Heaven.” And while they were on the premises, they also recorded a 48-minute concert for the Live On Letterman video series, playing a grip of songs from their new album Delta Machine as well as some classics like “Personal Jesus,” “Walking In My Shoes,” and “Enjoy The Silence.” Watch the on-air performance and the webcast below.

Delta Machine is out 3/26 on Columbia.