Mary has recorded a song for Steve Martin's album "The Crow". Steve is a longtime fan of Mary's and he asked her to sing on a track he wrote "Calico Train". The album was produced by John McEuen. He wrote about the process on his MySpace blog: http://blogs.myspace.com/johnmceuen

Joe (Mary's manager) also wrote the following about this experience:

John sent the backing track to me along with Steve's lyrics and asked if Mary would be interested in recording a vocal - Mary liked the track and said she'd try it and see if it worked for her - it took a bit of work because it sounded more like a banjo instrumental than a song.

John brought the master to Dublin and we booked a session at The Cauldron Studios in Dublin just before Christmas. A few days before the recording Steve Martin called me and said he wanted to fly in for the recording and hook up with Mary - a bit of a shock to the system to get a call like that on my phone!
What a lovely guy Steve turned out to be and a genuine fan of Mary's from old - they hit it off really well.
They had good fun in the studio and we all went for dinner after. 

Finally Steve and John McEuen and a few friends said they'd like to go and hear some Irish music so we took them to The Cobblestone where there was a good session in progress and they joined in and played a few tunes on their banjos much to the surprise of the locals.

After about an hour and a half they had to leave to get their awaiting plane home - a memorable day!