Madonna: 'Listen, all you do is talk about my sex life on your show, so now you don't want to talk about my sex life when I'm on your show?!'

Letterman: after the singer brands him a 'sick fuck': 'You realize this is being broadcast don't you?'

Letterman: 'I want to thank you folks for coming out for this run-through show. Thank you very much. This, of course, will never see the light of day. You won'…

Madonna: 'Is that a rug?' (referring to David Letterman's hair)