Live on Letterman
"Live on Letterman" was an online concert series webcast by CBS and Vevo. The concerts were filmed live in the Ed Sullivan Theater, the home of "Late Show with David Letterman", and streamed on the CBS website. Despite the title, these concerts usually were not actually broadcast on "Late Show with David Letterman". History. The concert series first started in the year 2010. It ended in 2015, when Letterman ended his 22 year run as host of Late Show.