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The Interview David Letterman Is Still 'Dissatisfied' With

FILE - In this May 4, 2015 file photo, host David Letterman smiles during a break at a taping of  "The Late Show with David L
FILE - In this May 4, 2015 file photo, host David Letterman smiles during a break at a taping of "The Late Show with David Letterman," at the Ed Sullivan Theater in New York. After 33 years in late night and 22 years hosting CBS' "Late Show," Letterman will retire on May 20. (AP Photo/Pablo Martinez Monsivais, File)

David Letterman recently opened up about a "Late Show" interview that made him quite nervous.

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