David Letterman, Warren Zevon Interview [VIDEO]: ‘Late Show’ Host Regrets Last Conversation with Musician?

David Letterman might have been one of the best interviewers in late night history, but it seems that even he had a few that he was either: a) nervous about, or b) disappointed with. In a new interview, his first since leaving The Late Show a number of weeks back, Letterman admitted that he wishes he could do his last interview with friend and famed musician Warren Zevon over again. With that, he claimed that the first time Bill Clinton came on the program, he was pretty nervous.

In the interview with Indianapolis Monthly, Letterman noted, "Warren Zevon was on years ago, and we all knew he was dying. I was at a loss because I couldn't think of an entry point for a conversation with a dying man on a television show that's supposed to be silly. 'How are you doing? You look great!' doesn't exactly work."

The iconic comedian then admitted that he was "really dissatisfied" with his portion of the interview, particularly because he felt "ill-equipped to connect with a friend who was going through something like that."

Zevon died back in 2003 from lung cancer. Take a look at his last interview on The Late Show with David Letterman below:

With Clinton, Letterman told the publication that he was "a little anxious" because he had heard "you don't even need to be in the studio for that interview. He'll take care of it." Naturally, as per usual with Letterman's interviews, it went just fine. 

Take a look at the full interview with a newly-retired David Letterman over on Indianapolis Monthly.