CBS/"Late Show"
After entering the stage to a standing ovation, Letterman urged people to "please be seated" so he could deliver his last monologue.
He opened by joking: "I'll be honest with you -- it's beginning to look like I'm not gonna get 'The Tonight Show.'"
Letterman then said it has been annoying to constantly be asked what he's going to do now that he's retired.
"Want to know what I'm going to do? By god, I hope to become the new face of Scientology," Letterman quipped.
"Don't kid yourselves, emotions are running high in this building," he continued. "Here's a video of the goodbye statement to staff that took place earlier today,"he said before showing a clip of himself blowing a kiss to staffers via hologram.
"Paul and I have been doing this show for 33 years, that's 6,028 shows," Letterman said on a seemingly serious note, before joking: Earlier today we got a call from Stephen Hawking, he ran the numbers because he's a genius. He said it makes out to be about eight minutes of laughter."
Letterman continued with the jokes. "Time gets away from you," he said. "When we started this program the hottest show on television was 'Keeping Up with the Gabors.'
The worst thing about not having his own show? "When I screw up now I have to go on somebody else's show to apologize."
"Do you remember Elian Gonzalez?" Letterman continued. "The kid is 21-years-old and yesterday he announced that he wants to come back to America. Now my question to you is, should I take this personally?"
Letterman later called bandleader Paul Schaefer his best friend, but told fans not to worry because the two aren't done in the entertainment 'biz just yet.
"We are going to continue on in show business. Next month in June, Paul and I will be debuting our new act with white tigers," he joked.
Letterman also showed two video tributes from Fox's "The Simpsons" and later "Wheel of Fortune."
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