Murray was Letterman’s first guest back in 1982, and marked his 44th appearance with the late-night host by doing a shot of vodka together. "Any time I'm around you is an exciting day," Letterman said, introducing a montage of Murray’s most memorable moments on the show.
Letterman’s penultimate show closed with Bob Dylan singing one of Frank Sinatra’s early hits, “The Night We Called It a Day.”
No guests have been announced for Wednesday night’s grand finale, but it promises to be a “night of surprises, memories and one final Top Ten List.”
The final episode of “The Late Show with David Letterman” airs Wednesday, May 20 at 11:35 PM on CBS.