Paul McCartney visits The Late Show
As Letterman says in the clip below, they had been trying to get him for 15 years with no success. McCartney had been in the studio before, of course, as a member of The Beatles on The Ed Sullivan Show in 1964 (and once for MTV), but this was his first time on Dave's show. He talks about coming to America back then and what the other band members were like.
(Here's video of the performance from McCartney and his band.)

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