I recently heard this story about U2 and Paul McCartney during the Live8 concert in Hyde Park in London, July 2005.
From U2 it is known they often pray for a concert. And so they were in prayer before they had to perform on stage. And while praying someone was knocking on the door, but they did not wanted to be disturbed and ignored the knocking. After praying they opened the door and saw Paul McCartney. And Paul asked, why did you not open the door, I knocked. Someone of U2 said, because we were praying. Paul said, oh that's good, can I join? And so it was decided, praying again and now with Paul McCartney.