David Letterman’s 33-year tenure in late-night television draws to a close Wednesday night, so it’s time to wax nostalgic about his first-ever interview, with none other than Bill Murray. The interview took place in 1982 on NBC’s Late Night, which Letterman hosted for 11 years before moving to CBS’ Late Show. In a clip from the episode, the two hilariously tease each other, then Murray talks about pandas and sings Olivia Newton John’s “Physical.” It cemented a host-guest bond which would span decades. Murray celebrated Letterman’s late-night run by appearing on his penultimate show on Tuesday, popping out of a cake for his old pal.