Bill Murray was David Letterman's first guest when he started in late night on NBC in 1982. Murray was also Dave's first guest when he moved to CBS in 1993. Now, Murray has completed the Letterman era by being Dave's last scheduled guest.

On the next to last Late Show Tuesday night, Bill surprised Dave by jumping out of a cake that said "Goodby Dave." He then hugged Dave and of course, got cake all over him.

Then Bill led the crowed in a chant to stop Dave from leaving.

Thanks to the magic of YouTube we can watch Bill's first appearance from 1982

And here Bill is on the first Late Show in 1993