Bill Murray Abandons ‘Late Show’ to Train for New York City Marathon (Video)

“Can you handle things? I really should get a run in,” Murray tells David Letterman before taking off outside

In the middle of his interview with David Letterman on Wednesday’s “Late Show” on CBS, Bill Murray realized that he was behind schedule. The “St. Vincent” star explained that he’d made a commitment to himself to compete in the TCS New York City Marathon this year, which takes place Sunday, Nov. 2.

“Can you handle things?” Murray asked Letterman. “I really should get a run in.”

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He rubbed Ben-Gay on the back of his hands to help his knees — “This guy told me that it’s all connected,” he explained — put a headphone jack in his ear and hit the streets of New York outside the Ed Sullivan Theater.

People walking by were certainly surprised to see Bill Murray running by with a camera following him. When he walked past one couple, he stole the man’s water, taking one drink and tossing it into the road. He then went back for the woman’s pretzel.

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Murray and Letterman continued their interview via audio after the latter showed a clip from “St. Vincent.” Murray insisted he must be miles away by this point, talking about how he dug deep and found a way to get past that wall.

When he came back into camera range, though, the picture was very different from the story he was telling, and Murray rode in style all the way back inside the studio.

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Bill Murray stars in”St. Vincent” alongside Melissa McCarthy, Chris O’Dowd, Naomi Watts and Scott Adsit. Written and directed by Theodore Melfi, The Weinstein Company is set to release the film to theaters on Friday, Oct. 24.

“Late Show with David Letterman” airs weeknights at 11:35 p.m. ET on CBS.