Warren Zevon‘s final appearance on the Late Show With David Letterman on Oct. 30, 2002 was memorable for a few reasons.

One was how Zevon’s profound sense of courage came across — earlier that same year, he’d been unexpectedly given a grim diagnosis of pleural mesothelioma, a cancer often caused by exposure to asbestos. Zevon had been told he only had a few months to live, and yet, sitting beside Letterman, he projected a feeling of acceptance and understanding, with a touch of humor. “First of all,” Zevon said on the show, “let me say that I might have made a tactical error in not going to a physician for 20 years. It was one of those phobias that really didn’t pay off.”

But he was also willing to talk about how his diagnosis affected his day to day life. “You put more value in every minute,” he said. “It’s more valuable now. You’re reminded to enjoy every sandwich.”

Over the course of several decades, plenty of musicians sat down with Letterman on his Late Show, including a handful of previous appearances from Zevon, but that evening held special weight. Both men were acutely aware this was likely the last time they’d sit together on set, and Letterman was nervous – Zevon was not only his guest but a friend, one that he wanted to treat respectfully as they discussed his impending death on national television.

“The only part of it that felt normal to me,” Letterman told The Ringer in 2022, “was after the show upstairs in his dressing room.”

Following the show, the pair were chatting while Zevon put his guitar away in its case. “It was small talk. Just fill the air with something while he’s going through the business of putting the guitar in the thing,” Letterman recalled. “He puts it in, closes the lid, snaps it closed, hands it to me, and he says, ‘Take good care of this for me.’ And I burst into tears. Uncontrollable. I had no idea that I would be bursting into tears, but I did. And I hugged him and I said, ‘I just love your music.’ And that was it.”

Watch Warren Zevon’s Final ‘Late Show’ Appearance on Oct. 30, 2002. 

Zevon ultimately outlived his prognosis and got to witness the birth of his twin grandsons, plus the release of his 12th studio album, The Wind. He passed away at age 56 on Sept. 7, 2003, 12 days after the album was released.

Letterman has never forgotten that moment in the dressing room in 2002, and though he’s received many guitars from guests over the years, none compare to Zevon’s. “It’s just my favorite,” Letterman said. “The others were sort of, ‘Hey, thanks. Enjoyed the gig,’ kinds of things. This was, ‘Thank you, and goodbye.'”