This next video is a live performance of Down Boy from Letterman, who has had them on several times, which just adds to his coolness. When he greets Karen O at the end of the song it becomes apparent he may have a tiny crush.

It's tame in comparison to much of the live stuff that's out there, but I love this performance for some reason. There is something vulnerable about her, despite the power she exudes. I don't know what the fuck she's wearing (vinyl and horse hair?), but I defy anyone not to be at least a little turned on.