On October 30, 2002, Zevon was featured on the
Late Show with David Letterman as the only guest for the entire hour. The band played "I'll Sleep When I'm Dead" as his introduction. Zevon performed several songs and spoke at length about his illness. Zevon had been a frequent guest and occasional substitute bandleader on Letterman's television shows since
Late Night was first broadcast in 1982. He noted, "I might have made a tactical error in not going to a physician for 20 years." It was during this broadcast that, when asked by Letterman if he knew something more about life and death now, he first offered his oft-quoted insight on dying: "Enjoy every sandwich."
[14] He also took time to thank
Letterman for his years of support, calling him "the best friend my music's ever had". For his final song of the evening, and his final public performance, Zevon performed "
Roland the Headless Thompson Gunner" at Letterman's request. In the green room after the show, Zevon presented Letterman with the guitar that he always used on the show, with a single request: "Here, I want you to have this, take good care of it."
[16] The day after Zevon's death, Letterman paid tribute to Zevon by replaying his performance of "Mutineer" from his last appearance. The
Late Show band played Zevon's songs throughout the night.
