Late Show With David Letterman
Credit: CBS

David Letterman isn’t officially signing off until May 20. But on May 4, CBS will be honor the legendary talk show host—and his astounding 33-year run—with a 90-minute farewell special, hosted by Ray Romano.

David Lettterman—A Life on Television airs tonight at 9:30 p.m. ET. It’ll feature plenty of old clips, as well as hilarious guest spots from Letterman pals like Howard Stern. In the latest issue of EW, we honored the man ourselves by asking Letterman’s friends, celebs, and other past guests all about their first experience on his show. Below are the best anecdotes we got, courtesy of everyone from Amy Schumer to John Oliver.

Melissa McCarthy

The first time I went there was for Bridesmaids, and when we showed the clip, we were still off the air, and I remember he really laughed hard. I just weirdly stared at him, because he didn’t do that because we were on camera. It completely overwhelmed me. I probably looked so daffy when we came back, because I was so shocked that he laughed like that. I just think he’s the coolest. He is truly who he is, and part of the fun is he doesn’t really care.

John Oliver

He was on very, very late at night on a distant digital-cable channel in England and represented everything I loved about the idea of New York, having never been there. And I’d never seen anyone have contempt for guests before. Watching him have some actor in front of him not trying really hard to sell a shitty film and just watching David kind of play with them the way a cat would play with a mouse was just so rebellious and funny and cool. I’ve been told [the studio] is cold, and you start to think, surely you can see my breath. And then there he is, like an apparition gesturing towards the chair to sit down.

He did nothing from the pre-interview. Everything you have planned, he’ll just go in a different direction. And that first time, at no point was I clear whether we were play-fighting or we were actually just fighting. I remember walking away and thinking, “Did we just…was that…I loved that, but I don’t know if that was a six-minute row, or whether it was just sparring!” It was the most amazing experience.

Amy Sedaris

He’s a big fan of my brother David’s, and had read a lot of David’s books and articles. And then I was doing a play, Wonder of the World with Sarah Jessica Parker, and I went on the show to promote the play. He asked me to tell one of David’s stories. After that, he started inviting me back four times a year. It feels like I’m mourning a loss, even though he’s still on TV and I’ll still watch every night until it ends. But it felt like dating, almost. I’ve been doing the show since 2001, and I was always eager, always happy to see him.

Carey Mulligan

It was my first-ever talk show in my whole career. I’d only done interviews on the phone. So I was in An Education, and they said, “Here, you’re going on Letterman.” And I said, “Um, isn’t that pretty much the biggest TV show in America?” I was petrified beyond belief. The whole thing is a blur. I remember wearing a dress that was slightly low-cut in the front and I remember feeling appallingly self-conscious the entire time. But I’m sure he could tell, too, because he was so great to me. I’m really glad that he was my trial by fire.

Amy Schumer

All I wanted was to not annoy him. The second time, I surprised him. I made him laugh. He said, “So you’re in the second season of your show; what can we expect to see this season that we didn’t see last season?” And I said, “Black people.” And he really laughed. Doing his show was the biggest deal to me. I’ve done all the late-night guys and think they’re all great, but Letterman is the one.

Maggie Gyllenhaal

When you go on a talk show, you have an interview beforehand and decide what you’re going to talk about. I was out there starting to go through the list of things we decided we were going to talk about, and then, I don’t know, I just got this flash of courage. I was probably about 25 and just veered totally off the script, and when I did I just saw his eyes light up. We ended up having this conversation about looking for property upstate and how I’d gotten all these mosquito bites. I just went, “Oh, you’re just a guy who doesn’t want to sort of go over the boring thing that someone kind of randomly told us we’re supposed to talk about. You want to have a conversation, too. You want to have an experience.” After that, anytime I went on the show I would always jump off the map of the conversation.

Channing Tatum

If you’re funny doing your segment, and if he goes to talk to you during break, then that means you did a good job. It’s sort of like an anointment in a way, like you didn’t shit the bed. That’s all I could really think of, and I think he did talk to me. All I really remember is there was one joke that was basically a ball joke. I acted like I was pulling low-hanging fruit, and he laughed at me. I was obviously nervous, but he was so sweet to me.

Joel McHale

When I was on it for the first time it was like I was in a fever dream or I accidentally took acid, because I could not believe it. I was like, “Wow, there’s David Letterman and he’s talking to me right now, just saying stuff to me, to my face. He is asking me questions, and now I am answering those questions, and now he is asking me another question. This is bizarre.” I count it as one of the pinnacles of my career.

Kelly Ripa

I was terrified. And I was struck by how cold the studio was. And they told me that they would play loud music and that Dave wouldn’t speak to me during the commercial breaks. I had heard this from all sorts of people. And the complete opposite happened. He talked to me the entire time. He was just the most engaging, wonderful, warm person. And I just fell in love with him.

Ed Helms

I was a fan way back when he had a daytime talk show and he was just doing the weirdest stuff. So the first time I walked on his set, I felt like I’d grown up there. It felt so familiar. It was around the release of the first Hangover. He had seen it the night before and was genuinely excited about it, and really put me at ease. I’ll never forget that. But I wasn’t bringing anything terribly controversial to the table. That’s what he’s the master at. He’s never been afraid to lock horns. He doesn’t let a guest get away with something easily. And that is fantastic, that he never lost the mischief that made him so sharp.