"Today is going to be a long, shitty day," says Kings of Leon singer Caleb Followill, hanging out in the band's cramped dressing room at the Ed Sullivan Theater. The Kings — Caleb, his brothers Jared (bass) and Nathan (drums), and cousin Matthew (guitar) — are celebrating the release of their fourth album, Only by the Night, with a Late Show performance — and later a gig at the downtown club Webster Hall. But the band is running on fumes as it winds down an intense four-day...

• Video: Behind the Scenes at Kings of Leon's "Sex on Fire" video shoot

The Kings of Leon are ready to blow up in the U.S. "I'm sick of being big everywhere else," says lead singer Caleb Followill. "For America to kind of turn its back on us is heartbreaking." Though the Tennessee foursome have released three well-received records here and can regularly fill 5,000-seat halls across the country, it's nothing compared to their level of stardom on the other side of the Atlantic. In...