Bill Murray, covered in cake and frosting, chats with David Letterman during Murray's final appearance on "Late Show", May 19, 2015. Murray, who arrived inside a cake, is the final interview guest for Letterman since none took place during the last show May 20, 2015.
Murray was the first guest when Letterman debuted on NBC in 1982 and the first guest when "Late Show" launched on CBS in 1993. In his previous appearances, Murray came on stage as Liberace, a dumpster diver, and a waterskiing George Clooney among many incarnations.