Murray, show's first guest, will reunite with Letterman again Thursday
Murray first appeared n the show on its first episode on Aug. 30, 1993. This will mark his 26th appearance on the show.
Murray was also the first guest on Letterman's NBC series, "Late Night," when it debuted in 1982. Last year, he visited the "Late Show" to mark the 20th anniversary of that appearance. He nearly started a fire while lighting a cupcake in honor of the big day.
As of Aug. 29, Letterman will have aired 3,897 episodes and four primetime specials. It has won nine Emmy Awards, including six for Outstanding Variety, Music or Comedy Program.