Posted on May 20, 2015 by laureng Bob Dylan performs “The Night We Called It A Day” on Letterman Last night on Letterman, Bob Dylan was the shows last musical guest, where he performed “The Night We Called It A Day” by Frank Sinatra which you can watch below. Related posts: Flaming Lips to release a Sgt. Peppers cover album Linkin Park cancel rest of tour with Of Mice and Men and Rise Against Brand New announces shows in South Africa and Texas Bring Me The Horizon release live video for “Happy Song”