As his Wednesday finale approaches, the longtime host of Late Show With David Letterman talked with Jane Pauley about walking through his fear of the coming Major Life Change and those that have come before. They reminisced about their shared Indiana roots, jumping ship from NBC to CBS and about Letterman’s feelings about his impending departure from the late night TV scene.

Part of Letterman’s stroll down memory lane with Pauley was a tour of the Ed Sullivan Theatre that has been his TV home for more than 22 years. Pauley shared some of the time she spent with Letterman on today’s broadcast of CBS Sunday Morning.