Willis has appeared on the "Late Show with David Letterman" several times throughout his career. He filled in for an ill David Letterman on his show February 26, 2003, when he was supposed to be a guest. On many of his appearances on the show, Willis stages elaborate jokes, such as wearing a day-glo orange suit in honor of the Central Park gates, having one side of his face made up with simulated buckshot wounds after the Harry Whittington shooting, or trying to break a record (parody of David Blaine) of staying underwater for only twenty seconds.