The penultimate Late Show aired last night with guest Bill Murray, who was in peak Murray Mode. After jumping out of a cake and smearing frosting all over Letterman and audience members (stopping to kiss one woman on the mouth), the two did Slovenian vodka shots and reminisced about Caddy Shack. Later, Murray ran out into the streets of midtown, stopping traffic and singing John Lennon's "Give Peace a Chance" with a group of strangers. He changed the lyrics to "All we are saying, is give Worldwide Pants." (The name of Letterman's production company.) It was a weird and wonderful send-off for a weird and wonderful show.