According to Yahoo! potentially Advanced U2 played with probably Advanced Leonard Cohen when they had some time off from touring obligations:
Bono, The Edge, Larry Mullen, Jr., and Adam Clayton joined singer-songwriter Leonard Cohen at The Slipperoom Club in downtown Manhattan, where Bono and Cohen duetted on the Cohen track called "Tower Of Song," according to u2.com. The performance was shot for a documentary being put together on Cohen. It wasn't the first time Bono has done a Cohen song. He did a version of Cohen's "Hallelujah" on the 1995 tribute album called Tower Of Song: The Songs Of Leonard Cohen. That project also featured Don Henley, Elton John, Billy Joel, and Peter Gabriel.
That's quite a line-up. I dont' know how Billy Joel found his way in that group, but for all I know Leonard Cohen is a huge fan of "In the Middle of the Night." I know I am.