May 20--Bill Murray, a frequent "Late Show" guest, managed to top himself on Tuesday's episode -- with frosting.
Murray jumped out of a cake to celebrate David Letterman's retirement from late-night TV. Letterman's final show is tonight.
Murray, who has had frequent bombastic entrances on Letterman's show, was covered in cake when he gave Letterman a hug.
"One of the few times you can eat off your shoe," Murray told Letterman.
"Any time I'm around you is an exciting day," Letterman told Murray, a Wilmette native.
During the episode, Letterman played a retrospective of Murray's time on his show. Murray was the first guest on Letterman's show in 1982 when it debuted on NBC. He was also the first guest in 1993 when the show moved to CBS.
The lookback showed Murray spray painting Letterman's desk, kicking a football, shaving, flying as Peter Pan, dumpster diving, taking a selfie with Lady Gaga and drinking mustard.
On Tuesday's episode, Murray drank, well, rather chugged, vodka with Letterman and then ran outside to lead people on the street in song to convince Letterman not to retire.
"We just want more, Dave," Murray said.
After Murray's appearance, preceded by a pop-in by Regis Philbin, Bob Dylan sang "The Night We Called it a Day." It was his first performance on the show since 1993, Letterman said.
No guests have been announced for tonight's final show.
