took on the triangle, Liam Payne the coconuts, and Louis Tomlinson played along with a tambourine. Sat in the front with Jimmy were Niall Horan, on the banana, and Harry Styles
, who had a go on the kazoo before banging the drum.
It's been a brilliant end to 2014 for the lads, whose fourth album, Four, went in at number one in the UK and the US. As well as joining Jimmy on his show, they also performed live on Saturday Night Live and took part in several sketches.
Their trip to the US comes hot on the heels of their performance on The X Factor with Rolling Stone Ronnie Wood
and at the inaugural BBC Music Awards.