Last night, Bill Murray made history yet again by joining David Letterman as his last-ever Late Show guest—an especially fitting end seeing as how he was also Letterman’s first guest when he started on NBC in 1982, as well as when he moved to CBS in 1993.

Of course, he gave Letterman the most Bill Murray send-off of all time:

Not content to simply smear Dave with frosting, Bill had to make sure everyone got some cake…

…even the band. What a guy.

After the cake parade, he nonchalantly sat down for his interview like nothing out of the ordinary had happened. (To be fair, it probably was nothing out of the ordinary if you’re Bill Murray.)

It’s not the first time the two legends have had fun with food. Take a look at Murray and Letterman getting their hands dirty and lighting things on fire when Bill went on the show to promote his “cookbook,” Cooking with Toast.

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Moments like these remind us why these men are national treasures, and why so many people will miss Letterman’s show.

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