The 'Tonight Show' host found his way into Iron Smoke Distillery Friday in Fairport, NY -- just outside of Rochester. He actually knows the owner of the bar across the street -- Mulconry's Irish Pub -- and apparently heard the musicians from 1916 rocking out ... feeling intrigued.

We're told Jimmy popped in toward the end of 1916's set and asked if he could play with them before they headed out. Of course, they obliged -- sticking around for a few more songs. As many people know, JF's a bit of a music man himself ... and a natural showman.

That came in handy for the three tunes they performed -- including The Doors' "Gloria," The Georgia Satellites' "Keep Your Hands to Yourself," U2's "Desire" and others. Jimmy took charge on vocals and on lead guitar ... and all the other band members backed him up.

After hitting the stage, we're told Jimmy hung around a bit and took photos with patrons ... capping off a great time had by all. Seems he wanted his holiday to be a little more low-key and homegrown ... and he certainly got that with the Iron Smoke crowd that night.

We'll see if he has more to dish about his night out come Monday ... when he'll be back on late night duty, with his own band on hand. This is just a good reminder -- dude could probably jump in himself at a moment's notice and hold his own.