NEW YORK, NY - MAY 20: Paul Shaffer, David Letterman's musical director and band leader arrives at the backdoor of the Ed Sullivan Theater, where The Late Show with David Letterman is filmed, on May 20, 2015 in New York City. Tonight is the final show with David Letterman as the host. Stephen Colbert is slated to take over the show later this year. (Photo by Andrew Burton/Getty Images)
