The feeling was very homemade, and there was really no editing. Bill Murray was on the first show and he said to me, "I want to do 'Let's Get Physical' by Olivia Newton-John, somehow going into a physical exercise kind of thing. I don't know, but I got to go feed my dog." He left and he didn't make the rehearsal so I didn't know what to do. We familiarized ourselves with the song, and he made it back just in time for the taping, which really added to the edge of that first show. It was very sloppy with no ending, but it was so different than anything you were liable to see on television. That held true of the mistakes too.
Paul Simon was singing a beautiful song of his called "The Late Great Johnny Ace." He was singing it with one guitar, and a string broke or something and he just came to a stop. In my ear, I hear the assistant director pushing the applause button. He got the audience to applaud in the middle of the song because the music came to a stop. They went to commercial and when we came back, Simon finished the song. It was absolutely honest and natural. Nowadays they would stop the tape and start again.
Your relationship with Dave has lasted longer than a lot of marriages. Why has it worked?
We're friends, certainly. Dave has made sure that our relationship stands above all else, and he's made a point of asking me out to dinner a number of times to cement things. Thirty-three years ago, he was a guy who could make me laugh, and sometimes I'm able to make him laugh as well, and I think that was the start of the relationship. He is the most relentlessly encouraging boss. He always tells me, "If you have anything to say, jump in -- you have complete carte blanche." How many jobs do you get like that?
When NBC decided to go with Jay Leno over Letterman as the Tonight Show host, how did that affect everyone?
It's no secret that we were all really disappointed at the time, but that's showbiz. We're lucky we didn't get fired. Dave brought everybody who wanted to come over from NBC, so we all just kept on going.
In 2009, Letterman spoke on-air about his affairs with staffers. What was it like working there at the time?
Just before tape rolled, Dave assembled the heads of departments and said, "This is what I'm going to do." So we were already in shock, but very proud of the way he handled it and how forthright he was when he went on camera. I don't know if I could have done it. I had just written a book [We'll Be Here for the Rest of Our Lives], and he and I went on CBS This Morning, and he was heaping all this praise on me. He must have known that two days later, he was going to do what he had to do. But it didn't get in the way of him being there for me.
When did he let you know that he was going to retire?
Early that week [of his April 3, 2014 on-air announcement], he pulled me aside and said, "I decided to pack it in here." He wanted me to know because he was going to start the wheels in motion. Then later that same week he told me, "I'm going to have to announce it tomorrow, because it's going to get out and I want to be the first to announce it."
Has he regretted his decision at all?
Dave has been honest on-air about saying, "This is the worst decision I ever made!" And he speaks for all of us. We're all just pretending that it's not happening.
How old were you when you put together your first band?
Fifteen. I joined a band called The Fugitives -- in the radio ads, The Fabulous Fugitives. They were a sax instrumental band that started to add vocals when The Beatles came out. That's when I joined. We were a cover band with no aspirations of going anywhere. We played every Saturday at the Fort William Gardens, which was a hockey arena. They would put plywood down on the ice and put a stage up and have a dance -- it would be absolutely freezing. The only cold that I've ever played in that's comparable is the studio at the Letterman show.
How did you get the role of Artie Fufkin in the 1984 rock satire This Is Spinal Tap?
Harry Shearer got me on that movie. He was the co-writer and played the bass player [Derek Smalls]. I said, "So you'll be sending me the script?" And he said, "No, you'll just be making this up." It was really the first [movie] to use this technique, that now Larry David and lots of people use: no script, just scene outlines. You might have your lines worked out before, but the first time hearing the lines was when the camera was rolling.
What was it like playing on Yoko Ono's "Walking on Thin Ice"?
She knew exactly what she wanted and how to get it. She was really good to work with in the studio. And Sean Lennon was a little kid, but he was there.
Jamming with Ringo Starr and Paul McCartney at this year's Rock and Roll Hall of Fame induction had to be a career highlight.
When the living members of The Beatles show up, it's a special occasion. There was a moment in the afternoon when Paul said to me, "Play me the chords to 'With a Little Help From My Friends.' I've got to remember what I played." It was just the two of us, and that was something I never thought I would experience back in 1967 with my head in between the speakers, listening to Sgt. Pepper.
In February, you had another big night at the SNL 40 special, with Bill Murray bringing back his lounge singer act.
Billy and I are in touch all the time -- in fact, we just did a [future] Christmas special for Netflix that's just hilarious. The evening was almost psychedelic, to see all the cast members and the writing staff all in the same place -- it was almost too much to comprehend. Then we did that number and, as the kids say, Billy brought it. That Jaws thing is something he's been singing to himself since the '70s, and if he was ever going to do it in public, this was the time.
What do you think about the current landscape of late-night TV? Jimmy Fallon and Jimmy Kimmel have brought an increased music presence to their shows.
Fallon is very talented. It's great to see the musical bits he does. He and Kimmel really have taken [the late-night format] a little farther, maybe a little closer to a variety show. It's great. It's time for a change. The template of what a host does may be changing. Dave is as insane as anybody could possibly be, but he was always wearing the suit and at least looking sane while things crashed and burned around him. These guys will roll around on the floor -- do anything for the laugh.
There have been some pretty incredible musical moments during these final few weeks of the show.
These musical ideas are all coming out of Dave's head. He's been having one after another. He said, "I'd love to have somebody do 'American Pie,' all eight minutes of it," and lucky for us, John Mayer was game for it. Dave is very musical. Although he doesn't [imitate] Neil Young or anything, he's very cognizant of what's going on musically.
Have you made any decisions about what you'll do next?
My wife says, "You're not going to be around the house in your pajamas until 11 every morning." She's right. I've got to put on my clothes and go play piano someplace. I love to play in the studio, so I'll be doing more of that. I hope to be able to do more comedy, more acting, maybe a three-episode arc on Law & Order. I hope to do a bit of everything. But I know I won't be able to do it all at once, the way I was able to on this show.