(Video link) Bill Murray was David Letterman's guest last night, promoting his FDR movie, Hyde Park on Hudson. But since Mr. Murray is not one to just show up and do PR, he made a much more exciting entrance than usual. A warning to all of my acquaintances: the next time you invite me to your house, I'm going to enter like this, so don't ask me to bring food. After the jump, if you're interesting in seeing what Bill Murray keeps in his pockets, the full segment from Late Show with David Letterman.

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