Elvis Costello took the role of talk show host for the first time on March 12, 2003 when he filled in for David Letterman for the evening.

Costello had been a regular guest on Letterman's Late Show over the years, but for this appearance, he not only acted as musical guest, but also host. Letterman was recovering from an eye infection, and the entire week was stocked with big-name guest hosts, including Vince Vaughn and Will Ferrell.

Costello took to the gig like a fish to water, delivering a sharp monologue that included well-placed jabs at himself. He began by saying what a thrill it was to host Saturday Night Live before being informed by Letterman band leader Paul Shaffer that it was, in fact, Late Show and not SNL.

Costello replied, "Well that's an even bigger thrill ... I hate Saturday Night Live!" – a joking reference to Costello's December 1977 appearance on that program, during which he angered network officials by playing a different song than the one they had approved.

During his Letterman gig, Costello promised the audience that the show would be "really, really average." His guests for the evening were actress Kim Cattrall and comedians Eddie Izzard and Mitch Hedberg. The musical guest was, naturally, Elvis Costello and the Imposters.

Early in the monologue he joked about the differences between the U.S. and the U.K., then, to somewhat uncomfortable audience response, noted that It's "surprising how easy it is for a foreigner to get into your country." Mind you, this was only a year and a half after 9/11.

Talking of his history with Letterman, Costello then sings a song titled "Letterman" – sung to the tune of his classic "Alison" – that jokes about him wanting his own late-night show. A joke it may have been, but hosting the Late Show ultimately led to Costello hosting his own music-themed program called Spectacle on the Sundance Channel from 2008-10.

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