Hilaria Thomas Baldwin, Carmen Baldwin and Alec Baldwin arrive at the backstage entrance before the final taping of the "Late Show," with David Letterman at The Ed Sullivan Theater in New York City on May 20, 2015. Letterman taped his farewell episode of "The Late Show" on Wednesday afternoon, then walked backstage as the Foo Fighters closed out the show with a performance of "Everlong." Photo by Dennis Van Tine/UPI