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Much to do the disappointment of many late-night fans, 'The Late Show With David Letterman' is ending its decade-plus run in May.
"I was asked to come in a meeting with him; he was looking for a band leader for his show," Shaffer told Rachael Ray on Thursday's episode. "He had seen me on 'Saturday Night Live' ... He and I hit it off."
What was Paul's first impression of Dave?
"He and his producer [were asking me] what kind of theme song [I would play]. And I said, "Well, the kind of band I would have would play ... a stripped-down R&B unit that played instrumental versions of [The] Temptations and soul songs."
"[And Dave said], I always thought of myself as the Otis Redding of comedy, anyway," Shaffer continued. "And I said [to myself], 'I gotta work for that man.'"
"That was my impression," Shaffer added. "He was quirky and hilarious and has kept me laughing ever since."
For more on Paul Shaffer's interview with Rachael Ray, don't miss today's show.