As David Letterman prepares to end his Late Show, we've learned who the final guest will be when the episode airs next week. First of all who it won't be. There had been speculation that the final guest might be Jay Leno. Some thought it might be a nice way for the two rivals to bury the hatchet once and for all. Turns out, that won't happen. Dave said so himself this week. Dave was asked to be on the finale of Jay's run on the Tonight Show but declined, saying the show was supposed to be about Jay, and that his appearance would have taken away from that. Letterman said this week that he guesses Jay feels the same way about a possible appearance on the Late Show this week.

So who is the final guest? If you're a fan of The Late Show is should come as no surprise. He was Dave's very first guest back in 1982 on NBC and then his first guest again when Dave moved to CBS in 1993. It's not other than Bill Murray. Here is a look at the first time these two met.

The final episode with Bill Murray will air Tuesday night on CBS. Set your DVR. I know I will.

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