When it comes to Jay Thomas – actor, radio host and political commentator – one thing's for sure: the man's got staying power. In fact, he won't go away.

When he failed the entrance exam –  twice – to Jesuit High School in his hometown of New Orleans he wouldn't go away. Instead, he persuaded the school to admit him anyway, promising the headmaster he'd be a graduate to make the school proud. When the producers of "Mork & Mindy" cut Thomas' pay in an attempt to eliminate him from the show (he was playing deli owner Remo DaVinci) he wouldn't go away. He kept showing up to the set, kept working. And when David Letterman canceled Thomas' long-standing guest appearances after an incident involving one of Thomas' sons, Thomas even managed to find a way back onto the show.

Thomas, still known to many for his 1987-89 run on "Cheers" as Eddie LeBec, Carla Tortelli's professional hockey-playing love interest, will be back on the "Late Show With David Letterman" this Friday, Dec. 19, the last time he'll make his annual Christmastime appearance. Letterman is headed off to retirement in May of 2015. As he always does this time of year – except last year, when he was sick and Letterman declined his offer to make an appearance from his hospital bed – Thomas will tell his famous "Lone Ranger" story and try to knock down an oversized meatball from atop Letterman's Christmas tree.

Thomas has achieved amazing show-business success, having won two Emmy Awards for his work on "Murphy Brown," where he played tabloid talk show host Jerry Gold, who was also one of the title character's love interests. He's also acted in numerous films, including fan favorite "Mr. Holland's Opus."

A lifelong radio host and DJ, he hosts "The Jay Thomas Show" on Sirius/XM Radio and is a frequent commentator on cable news networks. Brash and outspoken, Thomas is something of a Hollywood anomaly: someone who speaks his mind, unfiltered, rather than follow a polite and politically correct script. Take this past Wednesday for example – when Thomas seemed to shock CNN's Brooke Baldwin.

"If they [North Korea] do strike Seth Rogen and James Franco, what an end to their careers," Thomas said, commenting about the release of the new film "The Interview" and North Korea's death threats to its stars. "They made a movie, they kept their integrity, and they caused a guy to launch a missile. I don't think he [Kim Jung Un] will do it – but think about it.... I would've done this movie in 5 seconds."

On the Showtime series "Ray Donovan," Thomas has a recurring role as Marty Grossman, a "thinly veiled" version of TMZ's Harvey Levin, as the New York Post's Page Six put it. He also plays Ted Fishlake on satirical Adult Swim series "Newsreaders." He also made headlines in 2008 when a son he fathered out of wedlock tracked him down and they began a relationship. The son, named John Thomas, is a successful songwriter who goes by JTX.

HNGN recently sat down with Thomas at the Flatiron Hotel in Manhattan for a freewheeling conversation about his love affair with radio, how his Letterman appearances have turned into the stuff of legend – and how they almost came to a premature end.

HNGN: You started out as a high school football radio announcer and despite all of your success beyond radio, you always seem to come back to the medium. Why?

JT: In high school I played football and I blew my knee out, so I really thought I'd play small college football and then become a sports announcer or something or other, or a coach. But I really was a silly guy and I was always in plays. But in New Orleans, there wasn't a comedy club. They had strip clubs with these beat-up old comics. I was just with Louis CK, we did a show at The Joy Theater, and I said I just wasn't brave enough to wait until my act... In the beginning, you tell jokes, then you see comics who are free, and even at the Improv or Catch A Rising Star or the Comedy Store, I wasn't brave enough to talk like I did on the radio. So on the radio I did a three-hour or four-hour comedy show, and then I'd get to standup and I'd have to do 10 or 12 minutes, and I could never figure it out. To tell those stories I like to tell, it takes a while. I'm not exactly sure where they're going.

Louie and those guys, they do the same thing. They tell these incredible stories but they do an hour-and-a-half show and it takes them five years to get that material together. I do three, four hours a day. I put it together in the morning, and I've got to do another three or four hours tomorrow. If that isn't nerve-racking, I don't know what is.

I found the acting and the radio to be a safer place than standup, even though I still do it. I'll go to Caroline's every now and again, or I'll do a show with someone. In New Orleans everyone knows me. I get up on stage, I tell a few local jokes and they laugh, and so that's that. But radio is a safety net, always has been. Pay every Friday. I've done television, the movies, everything, but I've probably had a radio show my whole life.

HNGN: You don't seem to take no for an answer.

JT: It's so weird, my whole life has been going to the boss and saying, "This is what I'm going to lay out: I'm going to act completely insane on the radio, but in real life I'm not gonna be nuts." And a lot of these guys let me f----n' become who I am. Whereas Howard [Stern] just did shit and got in trouble. I never would have put my job in jeopardy. I would have complained a little bit, but I would have played the shitty records – ya know what I mean?

So I'm a safety guy. Sometimes I think, "I should have done something else." But no, I don't want to be fired.

HNGN: How did your occasional appearances on Letterman's show become the annual tradition that will come to an end on Dec. 19?

JT: One night, I sit down, and it's Christmastime, and I had my whole thing (prepared) – whatever the f--k I'm going to talk about. And he goes, "Listen, some guys tell me you tell this incredible story about working with the Lone Ranger," and I've never told it on national TV. And he said, "Guys tell me it's the funniest thing they've ever heard. I'd like you to give me a gift; I want to hear that story."

I'm gonna tell you right now that the story could've died; it could've been awful. The No. 1 guy on TV or whatever it was – it was almost 20 years ago – says, "I want you to tell me this great story." I didn't know it was great, but I told it. And there's a part with a pause and it is dead silent. And when I said, "He says to the guy, 'They'll believe me, citizen,' I thought the building was going to collapse with laughter. Dave falls out of his chair, and I'm floating somewhere up high looking down. It's an out-of-body experience. So then they said he never wants you to tell another story.

And then, one night former NFL quarterback Vinny Testaverde was there, and they were throwing the football. I had played quarterback at a small college and had a really good arm, so Dave said to come back out when Testaverde was on. So I'm backstage hanging out, and I said to Letterman's stage manager Biff Henderson, "Biff, Dave told me to come back out." And while I'm saying this, the footballs are flying and I can see them missing the f----n' meatball. And Biff said, "You're not going back out there." I faked to the right and Biff went for me, and then I ran around the curtain, and I stumble out. Dave goes like this: "Oh yeah, Jay, I forgot. Come over here." Vinny Testaverde is there. They throw me the ball, it hits the f----n' meatball, and the meatball explodes and the crowd goes crazy.

My little boy, he was 9 or something, he's jumping up and down in the green room going, "My daddy beat the pro!"

(Testaverde's) wife has on this big white mink coat – spending all this asshole's money – and she spins around and says, "Shut up little boy, and sit down!" The next day, on the front page of the New York Times, the Post – everything – there is a picture of me and Testaverde and Letterman, and the headlines say, "Comic outdoes Jets quarterback." It was the culmination of a lifetime of dreams in one evening.

HNGN: How would you describe your relationship with Letterman? Most of his recurring guests say they don't really get to know him.

JT: I have three boys. My oldest son is a guy named JTX, a huge songwriter. We had been going to TV stations, and we go to Letterman, and some of his songs were starting to hit, and he wanted to do a rock 'n' roll thing or something. His two brothers and he are sitting in the balcony, and so is my friend and his family. I went to Dave and said, "Look, I need my guests to sit in a better spot." He hates executives – he hates friends – and he puts them behind a speaker. They moved them to the front row of the balcony. At least that's better than behind a speaker.

Letterman and I are sitting there, and my son takes his shoe off in the balcony. Dave and I are talking. Nothing has happened, we're just bullshittin' for a second, and all of a sudden this tennis shoe flies out of the darkness, lands right in between us, and my son yells, "I'm Jay Thomas' illegitimate son!" I am in shock. The security guards grab him and lifts him up. They stop the show, and Dave turns to me, and he goes, "Is that really your son?" And I go, "Yeah." They cart his ass out of there – they stop the f----n' show. It was bad. Now, he's not on drugs, he doesn't drink – nothing. We had gone on the "Today" show and he took his shirt off and he had a black bra on or something. He was doing silly shit. He was so excited he was getting action, that he thought he was going to be a big rock 'n' roll star.

Not only do we recover, but I tell the story and get laughs, and we throw the football around. Then the show is over, and Letterman is really mad. He said, "Ya know, I can't believe you did that." I said, "I didn't do that," and he didn't believe me. So it kind of ruined our weekend.

HNGN: What happened next?

JT: The next week, the producer woman calls up and says, "Dave is very upset." And I said, "Well, I didn't do it." I was supposed to appear in June or July, and they canceled that appearance. I called him up and said, "I can prove to you I had nothing to do with it. It wasn't funny, and there was no camera on it. There was no lighting. Are you crazy?"

I've done crazy stuff on his show before – I sold a boat on his show. So now my son writes Dave a letter – a letter, not an email. I said, "You write a longhand letter and you send it to him." I call the producer, and he gets the letter. About three or four months later, David had had a son. And he sends my son a personal note, and he says I realize now that you were just trying to do something for yourself and don't worry about it, and that was that.  

The next year, I go on the show, and I sit down, and the first thing Dave says to me is, "How's that son of yours?" – without any context. I stammered something like, "He works for Cole Haan selling shoes." I made a joke and it got a laugh, but it didn't mean anything. I don't know why he did that.

David Letterman – I only know him for those eight to 15 minutes I sit there. I never had dinner with him. Never been to his house.

Once when my son was about 12 years old, I brought him backstage after the show was over. Dave has two bodyguards, and they come out, and they go up the stairs. So I'm standing there and Dave comes out of the studio to go up, and I turn to him and say, "Have a good holiday." And he turns back and says, "Jay, you too." And my son is there, and there's the bars of the balcony, and I say, "Dave, this is my son." And Letterman goes, "Hey." My son puts his hands through the bars to shake his hand, and David looks at him, and I go, "Dave, can you shake his hand? He's 12 years old." Dave goes, "He'll get over it."

My son turns to me and says, "Was he kidding?" And I go, "I haven't the faintest f---n' idea." Wild, huh?