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Billy Eichner and David Letterman take to the street to figure out Dave's next move

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Billy Eichner took a seemingly delighted David Letterman on one of his scream-y jaunts around New York City streets to ask an important question: What should Letterman should do after his retirement from the Late Show?  

The segment, however, also raises some other good questions. For instance: What will become of Paul Shaffer? (According to Letterman, he has “connections in Canada.”) And what is it like to play shuffleboard with Dan Rather?

Some advice for anyone who might find themselves being quizzed by Eichner and Letterman? Don’t mention The Tonight Show—unless you want to incur their wrath. 

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