Watch Steven Van Zandt & Jimmy Fallon Perform Sinatra's 'My Kind of Town'

Jimmy Fallon and Steve Van Zandt
Douglas Gorenstein/NBC

Steven Van Zandt sings with host Jimmy Fallon on The Tonight Show Starring Jimmy Fallon on Dec. 9, 2014

Steven Van Zandt knew just how to honor Frank Sinatra when the musician stopped by The Tonight Show on Tuesday night.

Promoting his show Lilyhammer, Van Zandt explained to Fallon that his character on the show sings "My Kind of Town." So obviously, Van Zandt and Fallon did their own rendition of the classic.

Speaking of Sinatra covers, Bob Dylan is readying an entire album of Ol' Blue Eyes covers called Shadows in the Night, which will presumably be a lot weirder than this.

Check it out below.