Count on Bill Murray to make an interesting entrance...and a messy one, too!

The comedic actor made a memorable appearance on David Letterman's last to next last "Late Show" when he popped out of a huge farewell to Dave cake and proceeded to cover Letterman and the audience in frosting.

In the past, Murray has entered the show as Liberace, Peter Pan, a dumpster diver, a marathon runner and wearing a tux after supposedly waterskiing at George Clooney's wedding.

Murray was the first guest when Letterman's show debuted on NBC in 1982. He was also the first guest when the "Late Show" launched on CBS in 1993. Since there are no interview guests scheduled for the "Late Show" finale on Wednesday night, that makes Murray Letterman's final regularly scheduled guest as well.

Watch Bill Murray's funny Letterman finale...