After last week's Brit Awards, Coldplay played a charity gig at Shepard's Bush Empire to benefit War Child. Bono, Gary Barlow and The Killers joined the band onstage throughout the evening.
There are lots of videos throughout YouTube from the night, but the above one of Coldplay and Gary doing Take That's "Back For Good" had the clearest sound (though not the clearest picture).
There is also a clip out there of Chris Martin calling out the Pet Shop Boys in the audience while singing "Viva La Vida," and Neil Tennant, in turn, leading the audience in the Woah-oh-oh-oh-ohs at the end—which was described in this Times Online article.