When the “Late Show with David Letterman” premiered on CBS 20 years ago, comedian Bill Murray was the first guest to sit with host David Letterman — so who better to stop by to commemorate the anniversary than him?

On Thursday (Aug. 29), Murray helped Letterman celebrate and did so in style. Arriving onstage in a white vintage Rolls-Royce, the wacky comedian does his best Liberace, rocking an appropriately over-the-top white outfit and cape and carrying a white toy poodle. And the hair. Oh, the hair!

As he takes his seat, Letterman, laughing, says, “I didn’t know you had a dog.” Murray replies, “I had to get something that went with this outfit.” Naturally.

Check out the preview above and be sure to tune in for  Murray’s appearance on the “Late Show with David Letterman” at 11:35 p.m. ET on CBS.