David Letterman is going out with a bang, getting heartfelt and funny farewell visits from the likes of Tom Hanks, Bill Murray, and more stars this week. As we prepare for the end of Dave's 22-year run as host of the Late Show on Wednesday, we can't help but look back at some of his cutest interviews, including his chat with a 19-year-old Leonardo DiCaprio in 1995. Back when Leo was promoting The Basketball Diaries two decades ago, he was a boyish actor on the rise with a bowl-cut. Not only does his appearance remind us of all the reasons we fell in love with Leo — those eyes! — but it also captures Dave's unpredictable style. Case in point: when he randomly asks Leo if he wants a steak dinner or somehow makes bowling shoes sound naughty. Get nostalgic when you watch Leo's first visit on the Late Show above, and then relive Dave's most recent chats with the stars.