On May 20will host the Late Show for the last time. Letterman Music Files presents musical performances from Dave’s run as host of both the Late Show With David Letterman and Late Night With David Letterman by some of our favorite artists.Late singer-songwriterwas not just a frequent musical guest of the Late Show and Late Night, he was a friend to the shows and an artist championed by the host perhaps more so than any other. Letterman was a fan of Zevon’s music from the earliest days of Late Night and ultimately had him fill in for Paul Shaffer when the bandleader had time off. Recent covers by Jason Isbell & Amanda Shires and by Dawes of Zevon’s songs have continued to shine his light upon the Ed Sullivan Theater stage. Prior to his untimely death on September 7, 2003, Zevon left an indelible mark on Letterman’s programs, leaving behind an enduring legacy.In 1982 Zevon made his first of what would become many appearances alongside Letterman. Watch his first appearance on Late Night performing the title track to his 1978 album Excitable Boy and “The Overdraft” from his 1982 LP The Envoy as well as a chat with Dave:Zevon played another Excitable Boy track on Late Night in 1988, performing “Lawyers, Guns and Money” as well as “Trouble”:In the 1990s Zevon made many appearances as the musical guest on Letterman’s shows, often getting to show off his wry sense of humor in the interview chair. Watch these clips thanks to YouTube userThese clips show Zevon filling in for Paul Shaffer as leader of The CBS Orchestra on the Late Show both in 1998 when Shaffer was filming a movie and again in 2000. Watch as he composes and performs an impromptu song at Dave’s prodding and the rest of his bandleading chops:Warren, with his sonon backing vocals, appeared on the Late Show in 2002 to perform “Hit Somebody (The Hockey Song)” a track that featured Letterman and Shaffer on vocals on the studio recording.Zevon returned to the Late Show one final time on October 30, 2002. Letterman gave him the entire hour and the lone guest of the evening performed three songs. Watch the emotionally charged full show below:After the October 2002 show, as Letterman explained after Dawes’ recent appearance, Zevon left his guitar with Dave that night, telling him to “take care of this for me.”