Warren Zevon's Long Goodbye (October 30, 2002)
He was the only guest scheduled for the entire show that night, which viewers might have chalked up to Letterman being a legendary superfan of the singer-songwriter. But it was apparent once Zevon announced that he had terminal lung cancer, however, that it became apparent that Dave wanted to give the musician a nice, long victory lap. Zevon would crack wise, play several numbers — including the host's favorite, "Roland the Headless Thompson Gunner" — and advise everyone to "enjoy every sandwich" before the hour was up; he'd also bring out a tender side of Letterman that people weren't used to seeing. It was the final appearance Zevon would make on the show; he'd pass away 11 months later.