Watch David Byrne and Stephen Colbert Perform ‘Burning Down the House’

Stephen Colbert has one night left before saying goodbye to The Late Show. Ahead of the series finale, scheduled for May 21, the host welcomed one of the show’s last musical guests for a fiery sendoff: David Byrne, performing Talking Heads classic “Burning Down the House.”

Bryne took the Late Show stage alongside his Why Is The Sky? band. The musicians jammed out in matching blue suits before being joined by Colbert in the same get-up. Flames raged on the screen behind them during the performance. It’s a fitting farewell.

CBS canceled The Late Show in July 2025, citing it as “purely a financial decision,” though it would be difficult to divorce the decision from Donald Trump’s frequent tirades against Colbert. Around the time of the cancellation, the network and its parent company, Paramount, agreed to a $16 million settlement with Trump over the editing of a 60 Minutes episode. This occurred as a specific merger between Paramount and Skydance Media was still awaiting approval by the Federal Communications Commission.

The Tonight Show and Jimmy Kimmel Live will both air reruns on May 21 to give Colbert the full late-night spotlight. Details for the final episode of The Late Show have not been revealed, but the penultimate episode on May 20 will feature a performance from Bruce Springsteen. Recent musical guests have included the Strokes, Michael Stipe, Chris Stapleton, and Foo Fighters, who were the final musical guests of David Letterman’s Late Show.

Bryne previously appeared on The Late Show lineup in March, when he came to perform “When We Are Singing” and to chat with Colbert about his most recent album, Who Is the Sky?. Speaking about the matching ensembles he dons with his live band, Byrne said, “I knew I wanted it to be colorful. The last one was grey. It was not a sad show, but it was grey. I thought, ‘No, the times we live in, we need some color.’”