A variant of this has been played on Conan O'Brian's show. Conan goes into the audience and asks an audience member to name a song.

The first couple of people ask for really common songs, like "Mary had a little lamb" or "Stairway to Heaven". The band is mystified, and Conan gives away a few steak dinners.

Then someone will ask for a Bruce Springsteen song. Again the band is clueless, and Conan yells at them, because Max Weinberg is *in* Bruce Springsteen's backup band! Ha! Grudgingly, Conan gives away more steak dinners.

The next few people start asking for songs that don't exist, like "Conan's a big stupid jerk", or "We Hate Conan". "Oh yeah, we know that one!" proclaims Max, and the band fires off a peppy rendition of "Conan's a big stupid jerk", with lyrics like:

Conan's a big stupid jerk, oh yeah
Conan's a big stupid jerk, uh-huh

Oh God and little baby Jesus, I do so love Conan O'Brian.