Bill Murray pops out of a cake as he says goodbye to David Letterman

Bill Murray gave David Letterman a truly sweet send-off on the late-night host's penultimate show Tuesday night, popping out of a cake to kick off his final appearance on The Late Show.

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Pulling off a stunt that only Bill Murray could get away with, the comedian emerged from the cake and fell to the ground before wrapping Letterman in an icing-covered bear hug.

The comedian, who appeared on Letterman's first Late Show in August 1993, then walked into the crowd, smearing cake and icing on a few audience members and even offering a messy fist bump to Letterman's bandleader Paul Shaffer.

David Letterman's final episode of The Late Show, which is being billed as "an hour filled with surprises, memorable highlights, the show's final Top Ten List and more," airs Wednesday, May 20 on CBS.