So to celebrate the occasion, the Aloha star popped out of a huge cake as he made his entrance for his final appearance — don't worry, he had protective goggles on!
Letterman is ending his long running stint as late night talk show host on Wednesday with a final goodbye show. Though there will be special appearances, no formal interview is scheduled — but they'll probably have some leftover frosting!
Check out the funny clip (below) to see an icing-covered Murray share himself with the audience!
And if you want a real throwback, check out his 1982 interview on Letterman's first show (below)!