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In this image released by CBS, David Letterman receives a standing ovation during the taping of his final "Late Show with David Letterman," Wednesday, May 20, 2015 at the Ed Sullivan Theater in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman is retiring. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

In this image released by CBS, David Letterman runs across the stage for the start of the show during a taping of his final "Late Show with David Letterman," Wednesday, May 20, 2015 at the Ed Sullivan Theater in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman is retiring. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

Pictured Left to right: Bill Murray, Tina Fey, Peyton Manning, Julia Louis-Dreyfus, Chris Rock, Jim Carrey, Jerry Seinfeld, Steve Martin, Barbara Walters and Alec Baldwin help Dave (far left) present the Top Ten List on the final broadcast of the Late Show with David Letterman, Wednesday May 20, 2015 on the CBS Television Network. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. The show was taped Wednesday at the Ed Sullivan Theater in New York. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, David Letterman appears during a final taping of the “Late Show with David Letterman,” Wednesday May 20, 2015 in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. (John Paul Filo/CBS via AP) ( Late Show with David Letterman )

Bill Murray helps present the Top Ten List on the final broadcast of the Late Show with David Letterman, Wednesday May 20, 2015 on the CBS Television Network. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. The show was taped Wednesday at the Ed Sullivan Theater in New York. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this image released by CBS, The Foo Fighters perform during a taping of David Letterman's final "Late Show with David Letterman," Wednesday, May 20, 2015 at the Ed Sullivan Theater in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman is retiring. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

Tina Fey helps present the Top Ten List on the final broadcast of the Late Show with David Letterman, Wednesday May 20, 2015 on the CBS Television Network. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. The show was taped Wednesday at the Ed Sullivan Theater in New York. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this image released by CBS, David Letterman appears during a taping of his final "Late Show with David Letterman," Wednesday, May 20, 2015 at the Ed Sullivan Theater in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman is retiring. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

Fans wait outside The Ed Sullivan Theater during the last taping of the "Late Show with David Letterman" on Wednesday, May 20, 2015, in New York. (Photo by Charles Sykes/Invision/AP) ( David Letterman's Last "Late Show" - Outside Atmosphere )

Peyton Manning helps present the Top Ten List on the final broadcast of the Late Show with David Letterman, Wednesday May 20, 2015 on the CBS Television Network. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. The show was taped Wednesday at the Ed Sullivan Theater in New York. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this image released by CBS, David Letterman appears during a taping of his final "Late Show with David Letterman," Wednesday, May 20, 2015 at the Ed Sullivan Theater in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman is retiring. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

Jim Carrey helps present the Top Ten List on the final broadcast of the Late Show with David Letterman, Wednesday May 20, 2015 on the CBS Television Network. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. The show was taped Wednesday at the Ed Sullivan Theater in New York. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Police and press wait outside The Ed Sullivan Theater during the last taping of the "Late Show with David Letterman" on Wednesday, May 20, 2015, in New York. (Photo by Charles Sykes/Invision/AP) ( David Letterman's Last "Late Show" - Outside Atmosphere )

In this image released by CBS, David Letterman appears during a taping of his final "Late Show with David Letterman," Wednesday, May 20, 2015 at the Ed Sullivan Theater in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman is retiring. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

In this photo provided by CBS, David Letterman hosts his final broadcast of the “Late Show with David Letterman,” Wednesday May 20, 2015 in New York. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. (John Paul Filo/CBS via AP) ( Late Show with David Letterman )

David Letterman shakes hands with Paul Shaffer after the final taping of the Late Show with David Letterman, Wednesday May 20, 2015 on the CBS Television Network. After 33 years in late night television, 6,028 broadcasts, nearly 20,000 total guest appearances, 16 Emmy Awards and more than 4,600 career Top Ten Lists, David Letterman says goodbye to late night television audiences. The show was taped Wednesday at the Ed Sullivan Theater in New York. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Steve Martin arrives for the last taping of the "Late Show With David Letterman" at the Ed Sullivan Theater on Wednesday, May 20, 2015, in New York. (Photo by Greg Allen/Invision/AP) ( "Late Show With David Letterman" Last Show Arrivals And Departures )

In this photo provided by CBS, actor Bill Murray, left, talks with host David Letterman after emerging from a cake to say good-bye, Tuesday, May 19, 2015, on the set of the “Late Show with David Letterman,” in New York. Letterman’s final show airs Wednesday, May 20. (John Paul Filo/CBS via AP) ( Late Show Bill Murray )

David Letterman at the taping of his first talk-comedy hour "Late Night with David Letterman" with guest Bill Murray, February 1, 1982 in New York. (AP Photo/Nancy Kaye) ( DAVID LETTERMAN DEBUT )

Bill Murray jumps out of giant cake, when he makes his final appearance on the Late Show with David Letterman, Tuesday May 19, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, actor Bill Murray, left, talks with host David Letterman after emerging from a cake to say good-bye, Tuesday, May 19, 2015, on the set of the “Late Show with David Letterman,” in New York. Letterman’s final show airs Wednesday, May 20. (John Paul Filo/CBS via AP) ( Late Show Bill Murray )

In this photo provided by CBS, musical guest Bob Dylan performs on the set of the “Late Show with David Letterman,” Tuesday, May 19, 2015 in New York. (Jeffrey R. Staab/CBS via AP) ( Late Show Bob Dylan )

Actor Tom Hanks makes makes his final appearance on the Late Show with David Letterman, Monday May 18, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Musical guest Eddie Vedder performs with Paul Shaffer and the CBS Orchestra on the Late Show with David Letterman, Monday May 18, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc ( Late Show with David Letterman )

Actor Tom Hanks makes makes his final appearance on the Late Show with David Letterman, Monday May 18, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, host David Letterman makes a selfie with Oprah Winfrey during Oprah’s final appearance on the “Late Show with David Letterman,” Friday May 15, 2015 in New York. (Jeffrey R. Staab/CBS via AP) ( Late Show Opra Winfrey )

Talk show legend Oprah Winfrey makes her final appearance on the Late Show with David Letterman, Friday May 15, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS é2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Norm Macdonald performs standup on the Late Show with David Letterman, Friday May 15, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

George Clooney handcuffs himself to Dave in an attempt to keep Dave from leaving the show, on the Late Show with David Letterman, Thursday May 14, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, actor George Clooney, left, handcuffs himself to host David Letterman on the set of the “Late Show with David Letterman,” Thursday, May 14, 2015, in New York. (Jeffery R. Staab/CBS via AP) ( Late Show George Clooney )

George Clooney after handcuffing himself to Dave looks on as Dave interviews Tom Waits, on the Late Show with David Letterman, Thursday May 14, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Actress Julia Roberts makes her final visit to the Late Show with David Letterman, Wednesday May 13, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

A view of atmosphere outside of "Late Show With David Letterman" at Ed Sullivan Theater on May 13, 2015 in New York City. (Photo by Slaven Vlasic/Getty Images) ( 85225155 )

Actress Julia Roberts makes her final visit to the Late Show with David Letterman, Wednesday May 13, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

LATE SHOW Music Director Paul Shaffer, talks with Dave about some of his greatest musical memories from the show, on the Late Show with David Letterman, Wednesday May 13, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Adam Sandler performs a very special musical tribute for Dave on the Late Show with David Letterman, Tuesday May 12, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, former President Bill Clinton, left, makes his final appearance on the "Late Show with David Letterman," on the CBS Television Network on Tuesday, May 12, 2015, in New York. Letterman, right, will host his final broadcast of the "Late Show" on Wednesday, May 20, 2015, on the CBS Television Network. (Jeffrey R. Staab/CBS via AP) ( Late Show with David Letterman )

Howard Stern and Don Rickles say farewell to CBS Late Show host David Letterman. Stern provided the cowboy hats insisting that Letterman was moving to Montana. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Howard Stern says farewell to CBS Late Show host David Letterman. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Tina Fey takes off her dress after her last appearance on the CBS Late Show with David Letterman, Thursday May 7, 2015 on the CBS Television Network Photo: John Paul Filo/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Cher interrupts Dave\'s Monologue on the Late Show with David Letterman, Wednesday May, 6 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

US President Barack Obama tapes an appearance on the "Late Show with David Letterman" in New York on May 4, 2015. (NICHOLAS KAMM/AFP/Getty Images) ( Was8924511 )

Will Ferrell as Harry Carey interrupts CBS Late Show host\' David Letterman\'s monologue during 5/4 taping in New York. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Jungle Jack Hanna watches as a baby Hyena drinks out of CBS Late Show host David Letterman\'s cup during the 4/29 taping in New York ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Actress Scarlett Johansson talks about her new film, "The Avengers: Age of Ultron" on the Late Show with David Letterman, Monday April 27, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, first lady Michelle Obama gives a “thumbs up” as host David Letterman watches on the set of the “Late Show with David Letterman,” Thursday, April 30, 2015, in New York. (John Paul Filo/CBS via AP) ( Late Show Michelle Obama )

In this photo provided by CBS, first lady Michelle Obama and host David Letterman, center, join the U.S. Marine Corps Band on the set of the “Late Show with David Letterman,” Thursday, April 30, 2015, in New York. (John Paul Filo/CBS via AP) ( Late Show Michelle Obama )

Musical guests Jason Isbell and Amanda Shires perform on the Late Show with David Letterman, Friday April 24, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

A view of atmosphere outside of "Late Show With David Letterman" at Ed Sullivan Theater on May 13, 2015 in New York City. (Photo by Slaven Vlasic/Getty Images) ( 85225142 )

In this photo provided by CBS, host David Letterman, left, sits in the guest’s chair as comedian Jerry Seinfield sits at Letterman’s desk, on the set of the “Late Show with David Letterman,” Friday, April 24, 2015 in New York. (Jeffrey R. Staab/CBS via AP) ( Late Show Jerry Seinfeld )

Comedian Jerry Seinfeld demonstrates what it\'s like to be interviewed by Dave on the Late Show with David Letterman, Friday April 24, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, actor Michael Keaton, left, uses a cell phone to take a photo of host David Letterman, Tuesday, April 28, 2015, on the set of the “Late Show with David Letterman,” in New York. (John Paul Filo/CBS via AP) ( Late Show Michael Keaton )

Actor Robert Downey Jr. talks about his 50th birthday Party and his new film, "The Avengers: Age of Ultron" on the Late Show with David Letterman, Thursday April 23, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Sportscaster Chris Russo talks sports with Dave on the Late Show with David Letterman, Thursday April 23, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Jim Gaffigan visits with CBS Late Show host David Letterman during 4/22/taping in New York Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Bruce Willis, gets a laugh out of CBS Late Show host David Letterman as they look at TV monitor, by appearing dressed as he did 61 appearances ago on the show during 4/22 taping in New York. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Piedmont Bird Callers did their bird call impressions for CBS Late Show host David Letterman during the 4/21/15 taping in New York. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Actor Paul Rudd, shows off to Late Show host David Letterman, his his original membership pin and membership card, that turns into a sponge when soaked in water, to the David Letterman Fan Club during the 4/21/15 taping in New York. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Amy Schumer talks with CBS Late Show host David Letterman during the 4/20/15 taping in New York. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

JohnTravolta talks with CBS Late Show host David Letterman during 4/20/15 taping in New York. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Actor Alec Baldwin shares a Laugh with Dave on the Late Show with David Letterman, Friday April 17, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Actor Kevin James brings some retirement gifts for Dave on the Late Show with David Letterman, Thursday April 16, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Michael J. Fox alms with CBS Late Show host David Letterman during 4/15/15 tping in New York Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Amy Sedaris gives Late Show host David Letterman a kiss during 4/15/15/taping in New York Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Actor Neil Patrick Harris shares a laugh with Dave on the Late Show with David Letterman, Monday March 30, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Talk show host Kelly Ripa shares a laugh with Dave on the Late Show with David Letterman, Thursday April 2, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

"The Talk" co-host Julie Chen shares a laugh with Dave on the Late Show with David Letterman, Tuesday April 14, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Actor Billy Crystal talks about his new show and Dave\'s upcoming retirement on the Late Show with David Letterman, Tuesday April 14, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Sen. Al Franken, talks politics and comedy on the CBS Late Show with David Letterman. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Late Show guest 2015 Masters winner Jordan Spieth talk with host David Letterman. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

Author/actor Aasif Mandvi talks about his new series "Halal in the Family," on the Late Show with David Letterman, Thursday April 2, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

Actor Mike Myers shares a laugh with Dave on the Late Show with David Letterman, Friday April 3, 2015 on the CBS Television Network. Photo: Jeffrey R. Staab/CBS ©2015 CBS Broadcasting Inc. ( Late Show with David Letterman )

STAR WARS robots R2D2 and 3CPO with host David Letterman after they delivered the "Top Ten List " during 4/13 taping of the Late Show. Photo: John Paul Filo/CBS ©2015CBS Broadcasting Inc. ( Late Show with David Letterman )

In this photo provided by CBS, actor Jim Carrey, left, shows off his new stamp on the set of the “Late Show with David Letterman,” Wednesday Oct. 29, 2014 in New York. At right is the show’s host, David Letterman. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Jim Carey )

In this photo provided by CBS, actor David Tennant, left, joins host David Letterman on the set of the “Late Show with David Letterman,” Wednesday Oct. 29, 2014 in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show David Tennant )

In this photo provided by CBS, Serena Williams talks with host David on the set of the “Late Show with David Letterman,” Thursday, Aug. 21, 2014, in New York. Williams will compete in the U.S. Open which begins on Aug. 25. (AP Photo/CBS, John Paul Filo) ( Late Show, Serena Williams )

In this photo provided by CBS, Julie Chen, one of the co-stars of “The Talk,” talks with host David Letterman on the set of the “Late Show with David Letterman,” Tuesday, May 13, 2014 in New York. (AP Photo/CBS, John Paul Filo) ( Late Show Julie Chen )

In this photo provided by CBS, Jim Parsons, left, star of the “Big Bang Theory,” talks with host David Letterman on the set of the “Late Show with David Letterman,” Tuesday, May 13, 2014 in New York. (AP Photo/CBS, John Paul Filo) ( Late Show Jim Parsons )

In this photo provided by CBS, Academy Award-nominated actress Lupita Nyong’o talks with host David Letterman, on the set of the “Late Show with David Letterman,” Wednesday Feb. 19, 2014 in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Lupita Nyong'o )

David Letterman is seen during a taping of the "Late Show with David Letterman" on Wednesday, April 2, 2014, in New York. (Photo by Greg Allen/Invision/AP) ( Late Show With David Letteman Taping )

Bill Murray, Lady Gaga and David Letterman are seen during a taping of the "Late Show with David Letterman" on Wednesday, April 2, 2014, in New York. (Photo by Greg Allen/Invision/AP) ( Late Show With David Letteman Taping )

David Letterman is seen during a taping of the "Late Show with David Letterman" on Wednesday, April 2, 2014, in New York. (Photo by Greg Allen/Invision/AP) ( Late Show With David Letteman Taping )

David Letterman is seen during a taping of the "Late Show with David Letterman" on Wednesday, April 2, 2014, in New York. (Photo by Greg Allen/Invision/AP) ( Late Show With David Letteman Taping )

David Letterman is seen during a taping of the "Late Show with David Letterman" on Wednesday, April 2, 2014, in New York. (Photo by Greg Allen/Invision/AP) ( Late Show With David Letteman Taping )

In this photo provided by CBS, U.S. Women’s Snowboarding Halfpipe gold medalist, Kaitlyn Farrington, joins host David Letterman, on the set of the “Late Show with David Letterman,” Wednesday Feb. 19, 2014 in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Kaitlyn Farrington )

In this Feb. 20, 2104 photo provided by CBS, Actress Pauley Perrette from the CBS drama series "NCIS" talks with host David Letterman about the Grammys and the 250th episode of NCIS on the set of the “Late Show with David Letterman,” in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Pauley Perette )

In this photo provided by CBS, U.S. Men’s Olympic Skiing gold medalist Ted Ligety, left, talks about his latest win in Sochi with host David Letterman on the set of the “Late Show with David Letterman,” in New York, Tuesday Feb. 25, 2014. (AP Photo/Jeffrey R. Staab) ( Late Show Ted Ligety )

In this photo provided by CBS, actress Kat Dennings from the CBS comedy series "2 Broke Girls" talks with host David Letterman on the set of the “Late Show with David Letterman,” Tuesday, Feb. 25, 2014 in New York. (AP Photo/Jeffrey R. Staab) ( Late Show Kat Dennings )

In this photo provided by CBS, host David Letterman, right, talks with the U.S. men’s ski slopestyle Olympic medalists on the set of “Late Show with David Letterman,” Thursday, Feb. 20, 2014, in New York. From left are Nick Goepper, Gus Kenworthy and Joss Christensen. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Olympic Skiers )

In this Monday, Feb. 24, 2014 photo provided by CBS, Actress Kaley Cuoco-Sweeting, from the CBS comedy series "The Big Bang Theory," talks with host David Letterman on the set of the “Late Show with David Letterman,” in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Kaley Cuoco-Sweeting )

In this photo provided by CBS, comedian Bill Murray, center, takes a "selfie" with singer Lady Gaga and host David Letterman on the set of the "Late Show with David Letterman," Wednesday, April 2, 2014, in New York. The singer had Murray, Letterman and the entire audience over to the Roseland Ballroom for a special performance. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show with David Letterman - Lady Gaga )

In this photo provided by CBS, U.S. Women’s Snowboarding Halfpipe gold medalist, Kaitlyn Farrington, talks with host David Letterman, on the set of the “Late Show with David Letterman,” Wednesday Feb. 19, 2014 in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Kaitlyn Farrington )

In this Monday, Feb. 24, 2014 photo provided by CBS, Daytona 500 winner Dale Earnhardt Jr., left, joins host David Letterman on the set of the “Late Show with David Letterman." Earnhardt discussed winning his second Daytona 500. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show Dale Earnhardt, Jr. )

In this photo taken on Monday Nov. 4, 2013, and provided by CBS, Boston Red Sox designated hitter and 2013 World Series MVP, David Ortiz, left, joins host David Letterman on the set of the "Late Show with David Letterman," during a taping of the show on in New York. (AP Photo/CBS, Jeffrey R. Staab) ( Late Show David Ortiz Baseball )

In this photo provided by CBS, actor Robin Williams, left, joins host David Letterman on the set of the “Late Show with David Letterman,” Wednesday, Sept. 25, 2013 in New York. (AP Photo/John Paul Filo) ( Late Show Robin Williams )

FILE - In this July 16, 2013 file photo, host David Letterman smiles on the set of the “Late Show with David Letterman." A study released Monday of gags made by late-night comics found that Obama and Democrats provided the lion’s share of punchlines during the first six months of the year. That’s an abrupt change from 2012, when Mitt Romney proved a gift to the comic gods. (AP Photo/CBS, John Paul Filo) ( TV-Comic Targets )

In this photo provided by the Late Show with David Letterman, former U.S. President Bill Clinton, left, chats with host David Letterman during an appearance on Letterman's late night talk show on the CBS television network Monday, Sept. 23, 2013. (AP Photo/John Paul Filo/CBS) ( People Clinton )

In this Aug. 29, 2013 photo provided by CBS, actor Bill Murray, left, joins host David Letterman on the set of the “Late Show with David Letterman,” in New York, as the show celebrates its 20th Anniversary on Thursday, Aug. 39. Murray was the Late Show's first guest 20 years ago. (AP Photo/CBS, John Paul Filo) ( Late Show 20th Anniversary )

The Late Show with David Letterman celebrates its 20th Anniversary on Thursday with Bill Murray, who was the Late Show\'s first guest 20 years ago. Murray retrieved a time capsule as part of the festivities on the Late Show with David Letterman Thursday Aug. 29, 2013 on the CBS Television Network. Photo: John Paul Filo/CBS ©2013 CBS Broadcasting Inc. ( Late Show with David Letterman )