Thursday’s episode of The Late Show With David Letterman is a very special one for the comedian, since his talkshow celebrates its 20th anniversary. To mark the occasion, Bill Murray was picked as a special guest and he made one incredible entrance.

Murray entered in a white car that was pushed onto Letterman’s stage. After struggling to get out of the car, he appeared in a full Liberace costume, complete with a wig and dog. “I didn’t know you had a dog!” said Letterman when Murray sat down.

“I had to get something that went with this outfit,” Murray replied.

CBS announced on Monday that Murray will be appearing on the show. According to The Washington Post, Murray was among the first guests for Letterman in 1993. He also appeared on Late Night back in February 1982 - the first time Letterman hosted a late night show.

“I swear, Letterman, if it’s the last thing I’m gonna do,” Murray told the host in 1982. “I’m gonna make every second of your life, from this moment on, a living hell.”

Letterman’s contract with CBS ends next year, notes the Post. He told the paper in November that he would like to continue, but not past the 25-year mark.

You can check out Murray’s entrance below. Letterman’s other guests this week included Patrick Dempsey, Anderson Cooper and Medal of Honor recipient Staff Sgt. Ty Carter.

Murray appears in George Clooney’s The Monuments Men this fall and is working with Wes Anderson again on The Grand Budapest Hotel.

image: CBS