Last night, on his Late Show, David Letterman announced his impending retirement, and the former R.E.M. bassist Mike Mills, randomly enough, was the one who broke the news via Twitter. Mills was there because he and his former bandmate Peter Buck were working in the backing band of the singer-songwriter Joseph Arthur, last night’s musical guest. Arthur is getting ready to release a new Lou Reed tribute album called Lou, and he sang a portentous, string-ornamented cover of “Walk On The Wild Side.” Mills, it’s worth noting, does not look embarrassed, though he would later. Watch the performance below.

Lou is out 5/13 on Vanguard.