Much like any sensible person, Fey prefers a more casual mode of dress to getting all dolled-up:
With this in mind, she explained to Dave that this is the last time she plans to get dressed up all fancy for a talk show. She then offered to give him the dress. Then this happened:
Crushing it as usual, Tina Fey.
Letterman hosts his last show on May 20. There will be tears.