When it comes to making appearances on the The Late Show with David Letterman, you can consider Tina Fey a veteran. She's been on the late night talk show 20 times. 

Since Letterman is retiring, Fey vowed it would be the last time she would wear a fancy dress on a talk show again. 

Fey talked about how much effort it takes to fit into formal dresses and compared her form fitting shapewear as medical contraptions. 

Letterman helped her remove her dress and underneath read "Bye Dave!" on the front and "#Last Dress Ever" on the back.