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't miss a thing tonight.'

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: 'Oh, stop it! Will you stop? Ladies and gentlemen, turn down your volume. Turn down the volume immediately! She can't be stopped! There's something …

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