Bill Murray Pops Out of a Cake for David Letterman, Makes Surprise MSNBC Appearance

Bill Murray said his goodbye to David Letterman in the sweetest way possible: By jumping out of a cake.

The actor was Letterman's first guest back in 1982 when he hosted NBC's "Late Night," and he was his first guest again in 1993 when he became the host of CBS' "Late Show." Throughout this 33-year span, Bill visited his late-night pal many times, but Tuesday's show (Letterman's second-to-last one before retirement) was extra special.

The "Grand Budapest Hotel" star will likely return to the "Late Show" again when Stephen Colbert takes over, but last night marked his final visit to the Ed Sullivan Theater with Dave sitting behind the desk. Murray realized this occasion was cause for celebration, so he made a grand entrance by popping out of a super-sized cake with "Goodbye Dave" written on it in frosting. Frosting he then proceeded to smear all over the "Late Show" host's face and several audience members', too.

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After drinking a few shots of vodka with Letterman, Murray exited the Ed Sullivan Theater–still covered head to toe in cake–singing "more Worldwide Pants" to the theme of "Give Peace a Chance." (Worldwide Pants is the name of Letterman's production company.) Times Square tourists were delighted, taking to social media with images of themselves alongside the cake-covered comedian.

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Bill Murray just walked down B'way singing what sounded like "Give Peace a Chance" covered in what looked to be cake. pic.twitter.com/Tfx8sW3O8Q

— Frank Pallotta (@frankpallotta) May 19, 2015

Murray's evening didn't end there. Hours later, wearing clean clothes but perhaps still tipsy from the earlier vodka and dinner libations, Murray made an unexpected visit to the set of MSNBC’s "The Last Word with Lawrence O’Donnell" where he proceeded to fall out of his chair on live TV. Check out the video above.

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After Wednesday's final show, Letterman and his co-workers and pals will probably get more cake at the "Late Show's" farewell party. That said, Letterman is not really looking forward to throwing down. "I'm not looking forward to it at all," he told "CBS Sunday Morning's" Jane Pauley earlier this week. "I don't want to go to a party, I recognize that it's good, cathartic perhaps, for all of us to be together, because it's not been easy on anybody who has been here any length of time, for this to end. So I recognize the symbolic importance of it. But holy crap. [mimicking a waiter/waitress] 'Care for a shrimp puff?' I don't want a shrimp puff."

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Admittedly, moving on to the next era of his life is daunting, but Letterman is looking forward to it in many ways. "It's so cliche, but I'll share it with you anyway," he explained. "Any enormous uprooting change in my life has petrified me. Really petrified me. But once I've come through the other side, the reward has been unimaginable."

Letterman's final "Late Show" airs Wednesday at 11:35 p.m. on CBS.

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