Mary J. Blige and Letterman

Video: Mary J. Blige in Concert on ‘Letterman’

Mary J. Blige treated her hometown fans to a performance and interview on Tuesday’s “Late Show with David Letterman.” She returned for a 30-minute post-show concert streamed online from New York’s Ed Sullivan Theater, covering over 15 years of hits from 1994’s “Be Happy” to 2010’s “I Am.”