They were a long way from Times Square and the Ed Sullivan Theatre, but Thursday night in Las Vegas, David Letterman and Paul Shaffer were back sharing a stage.

This time, Letterman was supporting his long-time band leader as Shaffer opened a club series with his band the Shaf-Shifters at the Caesar’s Palace lounge Cleopatra’s Barge. This segment of the Shaffer nightclub stand continues through Saturday night, with dates also scheduled Oct. 11-13 and Nov. 29 to Dec. 1.

The reunion marks the first time the two have performed together since the end of Late Night in May 2015.

About a half-hour into his set, Shaffer called Letterman up to the stage, announcing, “This is a show-business friendship of the highest order. It actually goes beyond a show-business friendship. It goes into actual friendship.”

Letterman warmed up with an old casino joke, then recalled that Shaffer told him he always wanted to play Vegas.  “He’d say this every year, and I always thought he was kidding,” Letterman said. “But here he is, tonight. Paul, what was that schedule going to be?”

“I always dreamed of playing the lounge, and I thought my sets would be 1 a.m., 3 a.m., 5 a.m., and a breakfast show at 7:30,” Shaffer said. “But they told us here, we have to be on at 8 p.m.”

That was the cue for songwriter and BTO frontman Randy Bachman to emerge and perform the song with Shaffer, while Letterman watched, smiling approvingly.