Bill Murray Says Goodbye to David Letterman by Popping Out of a Cake (Video)

The audience members may have wished they were wearing ponchos.

Bill Murray's final Late Show With David Letterman appearance definitely takes the cake. 

The actor was a guest on Tuesday's episode, in which he began his segment by emerging from a gigantic cake, resulting in him getting covered in frosting. 

He then gave David Letterman a hug, rubbing cake in the host's hair, before heading into the audience to wipe icing on people's faces and even kiss a few members of the crowd. 

Murray and Letterman's friendship goes back decades, as Murray was the first guest on both Letterman's NBC show Late Night and the Late Show. The Ghostbusters star is also known for his wacky antics, including dressing up as Peter Pan for a previous appearance. 

Tuesday's episode marks Letterman's penultimate episode as host of the Late Show; he signs off for good on Wednesday.

Video of Murray's segment can be seen below. 

Twitter: @_RyanGajewski