Former Beatle Sir Paul McCartney has wowed passers-by in New York with a rooftop gig. The 67-year-old played a 20-minute set on the marquee of the Ed Sullivan theatre as part of his appearance on the Late Show with David Letterman - the first time McCartney has appeared on the chat show. Thousands of New Yorkers stopped in the street to watch the mini-concert - which included the songs Coming Up, Band On The Run, Let Me Roll It, Helter Skelter and Back in the USSR. The performance recalled the Beatles' last live performance on top of the Apple building 40 years ago. The Beatles made their US television debut on the Ed Sullivan Show on February 9, 1964 and Sir Paul told Letterman about the nerve-racking experience of waiting for the curtain to go up. "The audience was out there and we were very new to America, loving it but a little bit scared," he said. "I had to do Yesterday - my song - on my own, and I'd never done this, I'd always had the band with me, but they said 'You're doing Yesterday'. "So I'm standing there and the floor manager, the guy on the curtain, came up and said: 'Are you nervous?' "I said no, and he said: 'You should be - there's 73 million people watching'." McCartney opens a US tour in New York on Friday.