Tonight is David Letterman’s last show as a late night host. All week he’s had special guests—including Eddie Vedder who performed a rendition of “Better Man” with Paul Shaffer and the CBS Orchestra that made me teary-eyed—and last night Bill Murray sat in as Letterman’s last interview guest. Murray appeared as his first guest in 1982, so in a way, it opens at the close. After his final show, which will be a surprise-filled goodbye special, Letterman will sign off. Then, in September, the Late Show with Stephen Colbert will premiere. Jay Leno retiring didn’t feel like the end of anything except Conan O’Brien’s personal hell, but Letterman going out does feel like the end of an era.

Letterman took the late night talk show format and turned it into something spiny. You weren’t guaranteed a good appearance just by showing up. To look good on Letterman you had to win Dave over first, and if you failed to get his attention, boy he could be rough. My personal favorite Letterman cut is when he asked Paris Hilton about jail, but who could forget Joaquin Phoenix’s bizarro beard period? And then there are classic moments like Andy Kaufman getting punched by pro wrestler Jerry Lawler, a bit Letterman may have been in on. That’s the thing about Letterman—his interviews are the bits.

On late night these days it’s all about producing viral content, for better or worse, which means lots of skits and games and lip synch battles. The actual interviews are rarely the stuff worthy of commentary, unless someone says something particularly dumbassed. But a Letterman interview is the most interesting part of his show, and if the guest isn’t delivering, Dave will. Letterman is leaving a big hole in late night, and while I look forward to Stephen Colbert’s stint in the saddle, I don’t think we’ll ever again see a host so willing to burn his guests for a laugh. Late night will be a considerably safer and much duller place without David Letterman.