Del Shannon | Runaway - Live On Letterman. This is arguably the best live version of "Runaway" recorded. Performed live on Tuesday, February 10, 1987 at Studio 6-A, NBC Studios, New York on Late Night with David Letterman. Backing Del are Paul Shaffer (Keys) and 'The World's Most Dangerous Band'; Sid McGinnis (Guitar), Anton Fig (Drums) and Will Lee (Bass). Video from Worldwide Pants Inc. | All Things Del Shannon