Perhaps simply "popping out" seemed too cliche for Mr. Murray, who was clad in a jumpsuit and ski goggles for the messy send-off.
The "St. Vincent" star, a longtime pal of Letterman and his first "Late Show" guest, proceeded to hug the outgoing host and give audience members frosting-laced salutations.
"You've had heads of government here: Bill Clinton, George Clooney was here. You've been here for a long time. I'm here. Everyone's trying to get you to stay. We want you to stay and not give up. We just want more, Dave, more," Murray said, before leading the audience in a "More Dave" chant.
Letterman thanked the emotional "Ghostbusters" star for the "friendship" he brought to the program, despite Murray dubbing him "a tubby kid from Hoosierville" when he started the show.
But the comedian's efforts to keep Letterman stationed at his desk didn't stop there.
"I don't think my place is here trying to crowbar you into staying for another 30-years," Murray deadpanned. "I don't think I should do that. I really think this is really something that's up to the American people to do and I'm just going to be one person to try to organize this. If you'll excuse me."
The actor then made his way out of the studio and into the streets of New York to recruit volunteers to help him "keep Dave around." Volunteers in the form of a mob of people that sang indistinguishably to get him to stay.
Letterman, who is ending his 33-year career as a late-night host, signs off of "Late Night" on Wednesday night, with the Foo Fighters as his musical guest. No word yet on whether there will be other guests.
The Times will have deep coverage of Letterman's farewell right here on Show Tracker, including an early overview of the last show from a Times reporter who will be inside the Ed Sullivan Theater in Manhattan during Wednesday's taping and a review from Pulitzer Prize-winning TV critic Mary McNamara.
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