Jay-Z on Friendship With Kanye West: ‘That's my Brother, We're Beyond Friends’ The Brooklyn-born rapper discussed his relationship with West on Netflix's latest episode of ‘My Next Guest Needs No Introduction’ with David Letterman. Letterman sparked the discussion by asking Jay-Z if he and West are still friends. Jay-Z would go on to say that he respects West because he’s honest and authentic about who he is. Catch Jay-Z’s full interview with Letterman on 'My Next Guest Needs No Introduction’ on Netflix.