Imperial Bedroom, which Letterman refers to as Elvis Costello’s eighth album (in fact it was his seventh; Dave’s staff must have counted the 1980 odds-and-sods comp Taking Liberties), was his big prestige move—a huge production that almost boasted the songs to match. Costello even had to break with his longtime producer Nick Lowe to make the album, for fear of taxing the producer's patience.
A New York Times review of the album compared Imperial Bedroom to George Gershwin, which led to his brother Ira Gershwin—to Costello’s horror—acquiring and listening to a copy. Columbia Records had marketed it with the tagline, “Masterpiece?” which Costello later admitted “was really asking for it.”
All these great expectations arrived on late night television, right into David Letterman's lap. Elvis does a note perfect version of Bedroom’s “Kid About It,” followed by “Man Out Of Time.” Between the two songs, Dave has Elvis over for an amusing interview. Asked what it was like recording his country album, Almost Blue, in Nashville, Costello relays a story in which the producer and engineer brandished guns in front of him. Letterman asks him to say where he’d fit in high school—somewhere between honors society and shop class—and Costello just blinks, protesting that he doesn’t understand how the American education system works.