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Video: Bill Murray 'Kidnapped' to Come to David Letterman's Show

December 7, 2012 (8:49 am) GMT
Having a dramatic entrance on the 'Late Show', the 'Hyde Park on Hudson' actor is escorted by two guys and gets tasered.

had an unusual arrival on "". Tapped as a guest for the Thursday, December 6 episode, he filmed a kidnapping skit just outside the studio in Los Angeles.

When called his guest, the "" actor was shown being escorted out of a black car by two guys. "Please don't kill me," he begged before one of the guys took off a black cloth that covered his face. He was then tasered before being pushed into the building.

Once he got inside the studio, he fell onto the floor and looked exhausted. When asked by the host, "Bill, for God's sakes what was that all about?" Murray simply replied, "It's nice to be back," while still trying to catch his breath.

Murray stopped by the late-night show to promote his new movie "" which is set for a limited release in the U.S. on December 7. He portrays President Franklin Delano Roosevelt who was, at the time, hosting the King and Queen of England (Samuel West and Olivia Colman) for a weekend at the Roosevelt home at Hyde Park on Hudson, in upstate New York.


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