Behind his lovable nebbish persona, keyboardist and musical chameleon Paul Shaffer rose to fame as late-night star David Letterman's sidekick and bandleader/musical director. Shaffer's band, known from 1982 to 1993 as the World's Most Dangerous Band on NBC, later assumed the moniker of the CBS Orchestra and featured guitarists Sid McGinnis and Felicia Collins, ex-Parliament-Funkadelic keyboardist Bernie Worrell, bassist Will Lee, and drummer Anton Fig. In addition to accompanying the wide array of musical guests on Letterman's show, Shaffer has released occasional albums under...