Last night Wild Flag stopped by David Letterman's show to play "Romance," and lo, the blood did spill. Actually, you can't really tell that Carrie Brownstein ripped open her thumb during the performance, but it's clear the band is taking no prisoners—that includes you, bloody thumbs—as they bring their excellent live show in front of the cameras. Paul Shaffer, for one, is impressed: "This is my new favorite band!" he proclaims.