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As mentioned, Depeche Mode were in NYC yesterday to appear on The Late Show with David Letterman and you can watch them performing new single "Heaven" (from Delta Machine, out 3/26) below. Additionally, the band stuck around to play the "Live on Letterman" webcast series. The band's nine-song set gave a first listen to a few Delta Machine cuts, plus old favorites "Walking in My Shoes," "Barrel of a Gun," "Personal Jesus" and "Enjoy the Silence." You can watch the whole thing below.

Meanwhile, the synthpop legends will be in Austin for SXSW this week and have announced their North American tour with two stops in the NYC area in September.

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Depeche Mode - "Heaven" on 'The Late Show w/ David Letterman'

Depeche Mode 'Live on Letterman'