The comedian popped out of a cake on Tuesday's show to give David Letterman a sweet goodbye.
After smearing cake all over the host, who will sign off on Wednesday, and several audience members, Murray sat down for his final interview with Letterman, in which the duo reflected on all their favorite late-night moments together. And there were a lot! Murray and Letterman go all the way back to 1982 when the actor was Letterman's first guest on NBC's Late Night. Eleven years later, Murray was then his first Late Show guest on CBS.