Perhaps in retaliation for Lana Del Rey being selected over her for the music slot on SNL last weekend (yes, it’s a reach, but it’s all we can conjure as explanation), St. Vincent evoked Elvis Costello’s infamous SNL performance on Conan last night. She began Costello’s great Radio Radio before stopping and announcing “I’m sorry ladies and gentleman, there’s no reason to play that song,” and then performing her song Cheerleader.  Check it out below courtesy of the Audio Perv.