Hatsune Miku is what's known as a "vocaloid," a voice created on a synthesizer which is then paired with an animated character, to create an all-digital holographic pop star. Hatsune was originally a character invented to promote the Japanese software brand Crypton Future Media, but has now come into her own as a bonafide - if non-existent - celebrity.
On October 8th, the character and her band performed her song "Sharing the World" on "The Late Show with David Letterman," marking the first time in history a vocaloid character has appeared on a late night TV show. Letterman, who typically walks over to congratulate musical guests following the performance, seemed bemused by Hatsune's performance. After the animation vanished, he quipped "it's like being on Willie Nelson's bus."
If you're curious to hear more of Hatsune's music, her #1 clip on YouTube is this video for "World is Mine."
And here's a sample of another live Hatsune Miku performance from Kansai last year.