David Letterman said goodbye to one of his favorite guests in classic manner on Tuesday night. Watch this video to see Bill Murray emerge, clumsily, from a cake on stage.
Bill Murray dances to "Turn Down For What?" You're welcome, Internet.
Gaga and Murray seemed to hit it off on the late night show. Gaga even invited Bill and Dave to come watch her perform.

Bill Murray Biography

Bill Murray, Crying Baby
Bill Murray is the star of many classic movies, such as Caddyshack, Ghostbusters, Lost in Translation, The Royal Tenenbaums, and we could... More »
Full Name
Bill Murray