Run the Jewels appeared on The Late Show With Stephen Colbert last night to perform the mournful RTJ3 track “Thursday in the Danger Room.” “Dedicated to anyone who lost their life too soon,” El-P said, by way of introduction, before ending the song by shouting out the late Def Jux rapper and producer Camu Tao. Earlier this month, Killer Mike courted controversy by appearing in a NRA video in which he disparaged anti-gun activists. He later apologized for some of his comments, but later appeared on Joy Reid’s show on MSNBC to explain his position further. In March, Run the Jewels released a video for the RTJ3 track “Oh Mama,” starring Rick and Morty. Watch the Colbert performance below.