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In many ways, the episode belonged to Murray. Murray was the first guest on Letterman’s NBC program in 1982 – “the old show,” as Letterman has been calling his pre-CBS days. But as the new show becomes itself an old show, Murray and Letterman have remained Murray and Letterman, unpredictable and witty, a special television pairing.

On their first late-night segment together, Murray issued veiled threats to the host.

“I’m just waiting for the other shoe to fall on you, and I want to be there when it hits the floor,” Murray said at the time.

“I had a chance to strangle Richard Nixon, and I didn’t, and I regret it. And here I am, inches … I don’t know what’s keeping me from doing it. I’m gonna make every second of your life a living hell.”

Murray was correct – he was waiting all this time, but in celebration, smearing audience and band members in cake Tuesday and conducting the segment coated in the messy mix.

During the conversation, he discussed his film \"Caddyshack,\" the ode to golf and youthful courageousness. Murray rented a Lincoln during the movie's filming, he said, and as filming wrapped he parked the car underneath a tree and left it there, and there the car stayed for months, collecting acorns and bird droppings.

Eventually Murray produced a bottle of Slovenia vodka and the pair passed the bottle back and forth. As Letterman chugged, his face puckered and he shook his head, coughing as he swallowed the liquor.

“Is there any more cake?” he asked.

Murray was more interested in a grassroots campaign to keep Letterman behind the desk. So after rousing the audience to shout, “More! More! More!” he kicked through the door, grabbing people on the sidewalk and leading a sing-along to keep Dave on the air.

Following the commercial break, Letterman reappeared, the frosting gone, to introduce the night’s musical guest, Bob Dylan. Dylan and his band performed “The Night We Called It a Day,” a wispy song that proved a poignant reflection on the weight of goodbyes, a chance to break out the cake and vodka one more time.

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