Bill Murray makes hilarious final appearance with David Letterman

In David Letterman’s penultimate episode of Late Show last night, it was only fitting that Bill Murray would be the final guest of a “normal” show (tonight’s series finale is going to be more of a retrospective and send-off). Murray was Dave’s first guest on both his NBC Late Night gig, and Late Show, and he showed up in his typically memorable fashion to say farewell to Letterman’s late-night career.

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After an appearance by another longtime Letterman guest and frequent butt of good-natured humor, Regis Philbin, and before a performance of “The Night We Called It a Day” by Bob Dylan later in the show, Dave eventually announced Bill Murray. Curtains opened to reveal a huge cake, out of which Murray crawled, clad in a protective suit and goggles. Murray hugged Dave, who ended up covered with cake himself, then high-fived some audience members before sitting down to chat.

There were some trips down memory lane as Murray recalled his time working on Caddyshack, which celebrates its 35th anniversary this year, and there was a video montage of Murray’s previous appearances with Letterman over the years. Murray got genuinely teary-eyed at brief moments as he tried to convince Dave not to give it up, and he even got the crowd involved in a chant of “More! More!”

At one point, Murray brought out a bottle of Slovenia Vodka, which he says a friend asked him to product-place on the show (the vodka at first seemed like a gag, but it’s a real brand that Murray is involved with). Murray opened the bottle and took a slug, and Dave followed suit. After a few more chugs, Murray got even more misty about the event, and eventually decided to run out of the studio (kicking open the doors known, as Dave explained, as the “Bill Murray Doors,” given the actor’s many appearances through them over the years). Murray ended up outside, and gathered a crowd around in a song that riffed on the Beatles, with the words, “All we are saying, is more Worldwide Pants …” (Worldwide Pants is Letterman’s production company).

It was a memorable final appearance from Bill Murray, who clearly wasn’t playing at being buzzed. Later in the evening, after taping Late Show, Murray appeared on MSNBC’s The Last Word With Lawrence O’Donnell, where he was still apparently mellow and buzzed, to the point where he initially slid off a chair.

David Letterman’s final Late Show broadcast airs May 20 at 11:35pm ET on CBS.

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Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. All Rights Reserved