Tina Fey Undresses for Final Letterman Appearance (Video)

“This is it … what am I going to put a dress on for Jimmy?” the actress and comedian jokes

Tina Fey only wears a fancy dress out of respect for David Letterman, and since he’s retiring, she unzipped Thursday.

“It’s very hard work, I don’t know if you’re aware of the contraptions under here — it’s almost medical,” Fey told Letterman.

“What am I going to put on a dress for Jimmy? That’s creepy. He’s like my brother,” she said about Jimmy Fallon.

James Corden won’t get the dress either: “I’m gonna wear like special underwear for James Corden? That’s not gonna happen.”

Fey then got down to it, and revealed a #LastDress undergarment that said “Bye Dave!”

“I don’t know what to say,” a flabbergasted Letterman responded. “Oh, for heavens sake!”

Watch video above.