Last night (Oct. 17), the Foo Fighters celebrated the debut of their eight-part HBO documentary series, ‘Sonic Highways' (read our recap here). As the accompanying full-length record will audibly illustrate, ‘Sonic Highways’ finds Dave Grohl and his bandmates traveling across America to create new songs using a different city’s musical heritage as the foundation. Episode one focused on Chicago; to extend their appreciation for the town and its undeniable impact on the history of rock and roll (and Grohl himself), the Foos decided to put on a show of a lifetime as soon as the episode finished airing.

Performing in the city’s 800-capacity Cubby Bear, the Foo Fighters played one of their most intimate shows in recent memory (that is, under the name ‘Foo Fighters’ as opposed to ‘Holy S--ts’). Established in 1953, the Cubby Bear provided much more than just an intimate setting for the show; it is the location of Grohl’s first experience with live music -- in ’83, a 14-year-old Grohl saw Naked Raygun at the bar.

So, as you might imagine, this concert was extra special to him and the band.

Making it even more memorable is the fact that Jeff Pezzati -- founding member and frontman of that Chicago-based punk act Grohl saw two decades ago -- made an appearance onstage with the Foos.

Sure, some bands may offer intimate experiences like this, but usually the shows are half-as-long as normal and operate at half-speed ... but not this one. The Foo Fighters tore through 22 songs over a couple of hours, including fan-favorites like ‘Everlong,’ ‘Learn to Fly’ (watch the video above) and ‘My Hero.’

The set also featured a few covers, like Naked Raygun’s ‘Surf Combat’ -- featuring Pezzati himself -- Cheap Trick’s ‘Stiff Competition (with Rick Nielsen on guitar) and the Rolling Stones’ ‘Miss You’ (with drummer Taylor Hawkins handling vocal duties -- video below).

For the geographically unlucky fans, the Foo Fighters and HBO streamed the entire show online, making for a complete concert experience like few others.

The HBO series continues next week (Oct. 24) with the Foo Fighters heading to Washington, D.C. Just as 'Something From Nothing' -- the first track released from the new album -- focuses on Chicago, D.C. will bring with it the new song, 'The Feast and the Famine,' recorded at Inner Ear Studios in Arlington, Va. Get details on the series here.

And who knows, maybe the Foo Fighters will plan a last-minute and intimate show in the nation's capital.

'Sonic Highways' (the album) hits store shelves on Nov. 10 -- get details on the RCA Records release here. In the meantime, enjoy 'Something From Nothing' -- and get the Foo Fighters' complete setlist from the Cubby Bear -- below:

Foo Fighters -- Setlist, Oct. 17, 2014
‘All My Life’
‘I’ll Stick Around’
‘Up In Arms’
‘Big Me’
‘White Limo’
‘My Hero’
‘Stiff Competition’ (Cheap Trick cover)
‘Cold Day In the Sun’
‘Miss You’ (Rolling Stones cover)
‘Learn to Fly’
‘This Is a Call’
‘The Pretender’
‘Best of You’
‘Surf Combat’ (Naked Raygun cover)
‘Weenie Beenie’
‘Surrender’ (Cheap Trick cover)
‘Something From Nothing’

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