Watch: Bill Murray Get Baked For Letterman's Last Interview

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Bill Murray was David Letterman’s first and last guest on the show.

David Letterman decided to end his iconic Late Show as it began – by interviewing the always zany Bill Murray. 

On Letterman's penultimate show – the Wednesday finale won't have any sit-down interviews – Murray bookended Letterman's show. He was Letterman’s first guest in 1982 and his last one 33 years later.

Murray appeared on Letterman 43 times. During his first interview on the show he said to Letterman, “You got out of Indianapolis and didn’t look back. I’m just waiting for the other shoe to fall on you, man, and I want to be there when it hits the floor! I had a chance to strangle Richard Nixon and I didn’t – and I regret it!”

Well, he got his wish. He was there. But it wasn't just any appearance; Bill made his entrance in a large cake. Not only that, he made sure he creamed Letterman, members of the orchestra as well as several of the audience with the giant cake.

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