David Letterman’s CBS series The Late Show turns 20 this week, and Bill Murray, the show’s first ever guest, is returning for the milestone this Thursday. In addition to having been Letterman’s first Late Show guest in August of 1993, Murray was also his inaugural guest on NBC’s Late Night in 1982. As evidenced in our recent videolist of Murray’s best Letterman appearances, it’s always worth looking forward to when he pops up on the show and it should be a fun, unpredictable way to ring in this milestone for Letterman.