As David Letterman ends his long time talk show, some of his guests have been emotional while others made sure that the last few episodes of the show will be extremely memorable.

Bill Murray bid David Letterman the sweetest of farewells by popping out of a cake.

Murray was Letterman's first guest back in 1982 for his NBC's Late Night and was also his first guest in 1993 for the CBS' Late Show, and continued to be a popular guest throughout the years.

Realizing that it was his last time on Letterman's show, Murray decided to make a grand entrance by jumping out a giant cake with "Goodbye Dave" written in frosting on the case.

Murray smeared frosting on the host's face and on some of the faces in the audience to add some fun to the moment.

"I'm not looking forward to it at all," Letterman told CBS Sunday Morning's Jane Pauley earlier this week about his retirement. "I don't want to go to a party. I recognize that it's good, cathartic perhaps, for all of us to be together, because it's not been easy on anybody who has been here any length of time, for this to end. So I recognize the symbolic importance of it. But holy crap. [mimicking a waiter/waitress] 'Care for a shrimp puff?' I don't want a shrimp puff."

The final episode of The Late Show airs tonight and is billed as "an hour filled with surprises, memorable highlights, the show's final Top Ten List and more," according to ETOnline.