Bill Murray the icing on Letterman's show

Bill Murray has gone from Ghostbuster to cake buster after jumping out of a giant cake to bade farewell to veteran TV host David Letterman.

Murray, who was the first-ever guest on Letterman's Late Night show on NBC in 1982, smashed his way out of the cake emblazoned with the words "Goodbye Dave".

The Ghostbuster's star wore overall and protective googles and was covered in cream as he embraced Letterman, rubbing the hosts's suit and thinning hair with cream.

Letterman end's his 33-year talk show run on Wednesday in the US and during his final week on air he has had some of the biggest names in the music and acting industry come on his show to say goodbye, including Tom Hanks and Eddie Vedder.

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