The first night Late Night with David Letterman aired, Bill Murray bounded on stage and vowed to shadow Letterman for the rest of his career. “I know you’re on here late night where nobody can ...

Bill Murray has walked onto David Letterman's show dressed as Liberace, a jockey and a football player, flown onto the set in a Peter Pan outfit, worked out while singing "Let's Get Physical" and ...

Letterman's penultimate late-night episode celebrated the icons. — -- What a perfect time for cake. Guest Bill Murray celebrated David Letterman’s penultimate episode on late-night ...

Bill Murray appears on a 1984 episode of Late Night With David Letterman. The comedian was Letterman's first-ever guest when the show premiered 40 years ago on Feb. 1, 1982.

The next-to-last "Late Show" on Tuesday night was overpowered by Bill Murray, the first guest on David Letterman’s "Late Night" on NBC in 1982, and the first guest on CBS’s "Late Show" in 1993.

Published May 20, 2015 4:57PM (EDT) David Letterman at the taping of his first talk-comedy hour "Late Night with David Letterman" with guest Bill Murray, February 1, 1982. (AP/Nancy Kaye) ...

Bill Murray is Dave’s first guest (1982) For Letterman, Murray has dressed like Liberace, a Kentucky Derby jockey and a Renaissance fop.

In this Feb. 1, 1982 file photo, Letterman, right, and guest Bill Murray appear at the taping of the debut of "Late Night with David Letterman" in New York. The Associated Press ...

For one last time, it's the Late Show with David Letterman! On the eve of his final late-night episode, Letterman was honored by big stars such as Bill Murray, Jimmy Kimmel, and Ellen DeGeneres.

His guest will be fellow sexagenarian Bill Murray, who was also the guest on Letterman's first show on CBS, in August 1993, and his first late-night show ever, on NBC in 1982.