Yes, you've died and gone to Brooklyn.

It was with those words that Stephen Colbert teased his musical and interview guest last night on "The Colbert Report": LCD Soundsystem was making its last television appearance ever.

James Murphy sat in the hot seat to field mostly one-liners from Colbert, who asked why his band was calling it quits.

"It seemed like the right thing to do," Murphy said, noting that he's 41 and "at some point it gets embarrassing."

[More after the jump...]

Murphy said there's other things he wants to work on, including making really good coffee (and, y'know, helping run his co-founded label DFA).

Colbert had himself the perfect opportunity to make a dig at U2 and their fledgling "Spider-Man" musical (youch) and Murphy had himself a disturbing mental image of Justin Bieber at 41.

Check out the interview -- fast-forward to the second segment -- and the performance by a seven-piece of "I Can Change" below. The track is culled from the band's latest "This Is Happening."

As previously reported, my band crush is totally playing its last five shows ever at the end of March and April 2.