As previously reported, the "Live on Letterman" full concert web series welcomed Depeche Mode last night. They performed a number of songs off their upcoming album Delta Machine. They then performed "Heaven" on "Late Show With David Letterman"; watch a video of that performance below. Readers in North America can watch the full "Live" performance here or below.
Delta Machine, the follow-up to 2009's Sounds of the Universe, is out March 26 via Columbia.