You don’t do 19,932 guest interviews (per Variety) without having some tense exchanges — and you don’t spend 33 years in late-night TV without winning over a lot of those guests as well. When David Letterman signs off after his final broadcast tonight, a legion of fans will go into a serious funk — no more watching him flirt with Julia Roberts, bantering with Paul Shaffer, or simply cracking wise about current events and celebutantes. But the talk show host will also leave behind a lot of famous interviewees and musical artists who looked forward to appearing on the Late Show even if they had nothing to plug.

We’ve gathered some reminiscences from a handful of folks who opened up about their favorite Letterman memories — of doing the show, of watching the host evolve into a Carson-esque emeritus, and of the joy it felt when walked on to that stage, sat down on that couch and starting hanging with Dave.

Related

David Letterman: Happy at Last

Foo Fighters to Serve as Letterman's Final Musical Guest

Related

Chasteness, Soda Pop, and Show Tunes: The Lost Story of the Young Americans and the Choircore Movement

20 Worst 'Saturday Night Live' Hosts

Tina Fey“The thing I loved about doing the Late Show was that you could have your stories written, but you always knew that you may just take a left turn — because Dave’s actually talking to you. And that’s thrilling. I’ve never done the show when I wasn’t super stressed out beforehand and super relieved when it was over. I always feel like I’m talking to a king: You don’t want to disappoint him, and you feel like you could. You feel like something could happen and then it would just all be over. And it’s irrational to be afraid of him, because he’s been nothing but incredibly kind and generous and supportive. Any time I’ve gone on there with some really crappy movie, he’s always watched it and found something nice to say about it. I will miss him being on TV — but I presume that now that he’s retired we’re probably going to hang out all the time.”

Tom Brokaw“Doing David’s show is high church. I’ve always got to be on my game when I go over there, because he’s very quick. The segment producer will say, ‘This is kind of where we think it will go,’ and you say, ‘Yeah, right’ — and then you go out and do whatever David wants to do. Nobody’s handing him little note cards or anything like that. He’ll have very perceptive questions about what was in the news that week. And he’s actively interested in it; he’s not a dilettante at all. He pays a lot of attention to what’s going on in the Middle East. The last time I was on, all we talked about was the police. He has this ability to cut right through everything and to get at the core of whatever it is. The same way he is with his comedy.”

Regis Philbin“One year I had a little heart problem, so I called Dave because he’d had his whole heart situation a few years earlier. And he took over everything: ‘I’ll get the hospital, I’ll get the room, I’ll get the doctor’ — he did it all. He was great. The night before I was supposed to go to the hospital, I couldn’t sleep, I was kind of nervous, so I turned on Dave. And there he was, telling the audience what would happen to me tomorrow. ‘You should see what they’re going to do to Regis tomorrow! They’re going to split him open like a lobster!’ And I’ll never forget that line as long as I live. ‘Split him open like a lobster!’ It was horrifying; I stayed awake all night. He told me everything, he made it sound great — but of course he needed a laugh on his show, so out came the lobster.”

Jack Hanna“We did a show back in, I think, ’85 where I brought two Bactrian camels to Rockefeller Center. We’re talking animals that are eight to 12 feet tall at the hump — huge. I knew both of them would fit on the elevators, so I brought them up to the fourth floor. But when a camel starts walking, you can’t stop them. So all of a sudden the elevator door opens, and sure enough they come off. The problem was, the ceiling going down the hallway to the studio was lower than the elevators. So what happens? The humps rip out every single ceiling tile. All the lights came through the ceiling, cords, things like that. I couldn’t stop them. They ripped off everything in a 60-foot hallway. And this was one my first shows. So Dave said, ‘OK everybody, Jack Hanna is up next. Look at the chaos this man caused before the show.’ And they showed a video of the hallway. And then do you know what he did during the show? He had the guys put the ceiling back up — when he knew damn well I had to go back out there with the camels. And of course they ripped it out again. But that’s how quick he thinks.

“Dave hates snakes. But the man loves big cats. He really goes nuts for them. I can’t bring a cat on that he won’t know what it is. He studies them. Every time I bring a big cat on — cheetah, jaguar, lion — he gets...not emotional necessarily, but really amazed. Every one of them, he literally stops in mid-sentence. He can’t get over it.”

Michael Keaton“The thing that made doing Dave’s show more fun than the others was the trust, the absolute trust. The first couple of years, he had to show pictures, and, you know, ‘What are we going to talk about?’ But after a while he would go off, just talking about stuff. And he preferred it that way. People would say, ‘I always watch you on Letterman to see what happens, and usually the only thing that happens is two guys talking.’ Things could get wacky, and sometimes they did, but I think what people looked forward to most was two guys who made each other laugh.

“You’ve seen versions that people try to do on their talk shows, whatever it’s called outside of the actual interview part, where they do things that they consider quote-unquote ‘wacky,’ but they don’t ring true. Letterman stuff was always smart-silly, but nobody ever got that tone right. It just doesn’t ring as true, and it doesn’t ring quite as funny. I couldn’t tell you why — maybe comedy aficionados or professors somewhere could. But none of that stuff quite worked the way his stuff quite worked.”

Dave Grohl“The first time we played Letterman was the Foo Fighters’ first network TV performance, for the first record. It was about 20 years ago, 1995. And I was terrified. Because that was my first full-circle moment with Foo Fighters — I grew up watching Letterman every night, religiously, in my bedroom in Springfield, Virginia. I loved everything about the show, from his sarcasm and wit to the Late Night band. His drummer Steve Jordan was actually a big influence on me. I was telling someone the other day that if you look back at footage from the Late Night band, and look at how high Jordan set his cymbals — then look at any Nirvana footage, the reason my cymbals are up so sky-high is because I watched the David Letterman show. It even influenced my fucking drumming!

“And then when we found out he actually liked our music, that he actually was a fan, I was really blown away. When he came back from his open-heart surgery, they requested that we play our song ‘Everlong’ because that was his favorite song. And we fucking dropped everything — I think we even cancelled a tour. We just felt like we had to be there. Not only was it an honor to be asked, but it felt like something we had to do — because he had always meant so much to us. And that started this connection that we’ve had for years. It’s fucking cool, you know?

“We’ve had backstage hangs with him that meant the world to us, but we don’t play bocce ball, you know? I’ll send him a cigar, he’ll send me a cigar. I gave him a guitar, he wrote me a letter. But there was a Kennedy Center Honors one year that I performed at [paying tribute to Led Zeppelin] and where Dave was being honored. The night before they have a very formal dinner at the State Department, where people toast the honorees and they get their medals. And, you know, it’s politics and entertainment, and Hilary Clinton was there, there’s a receiving line, it’s incredibly formal — almost suffocating. I was terrified, because that’s just not really my scene. And I remember standing in line and getting closer to shaking hands with Hilary, and I looked over and saw Dave and said, ‘Finally, someone I know!’ We laughed, and I realized that he probably felt just as uncomfortable as I did.”

Martin Short“I’ve always felt that the secret to being on a talk show was to do an imitation of yourself loose at a party — and I really do feel loose when you’re sitting in the chair next to Dave. He’s just right there in the moment with you. We’re pretty comfortable with each other, and I have an easy time reacting off of him. I remember one time where the audience was laughing, and I asked ‘What are they laughing at?’ His reply was ‘It’s nothing we’re doing.’ Sometimes you’ll be sitting with someone and you can sense they don’t get you...they like you, but they just don’t get you! And very early on, I could tell: Oh, he gets me. We’re on the same wavelength and find the same things funny.

“I was talking about my first appearance with Letterman when I did that last show, actually...it was on the old NBC show in 1982, when I was still doing SCTV. They did a fake ending, where they rolled credits, and then he did a bit where he came out like an encore: “Aren’t you tired? Do you want more?!” And the audience yelled, More! More! More!’ So they brought me out as the last guest. The problem was, when they rolled the credits, everyone I know thought I’d been cut...so all of my friends and family completely missed it. They’d turned the TV off by that point. [Laughs] Even my wife didn’t see it. She thought it was over!

“I really wanted to please him...I wanted to do well on the show. Tom Hanks always said that the greatest feeling in the world was when you did great on Letterman. And here’s a guy who could get a great feeling from a million different things, mind you, so you know Hanks means it!”