Wikipedia
Instrument-switching is a practice of live musicians in which musicians trade their instruments and perform with an instrument with which they are usually not associated. Instrument switches are usually employed to entertain the audience and demonstrate the band's proficiency.
Many bands have employed instrument switches in their live performances; some of the best-known are Dream Theater (as Nightmare Cinema), Los Xochimilcas, Korn, Metallica, Green Day, Weezer, The Band, Phish, Sum 41 (as Pain for Pleasure), Liquid Tension Experiment and Queens of the Stone Age ( Alain Johannes and Josh Homme would swap instruments during the Lullabies to Paralyze tour).
The Talking Heads song " This Must Be the Place (Naive Melody)" was so named because every member of the band played an instrument normally unfamiliar to them. An example of this performance is seen in the Jonathan Demme movie Stop Making Sense.