Bill Murray has been Bill Murraying it up in all sorts of ways in 2014, with PBR pants, intense karaoke sessions and joyous Reddit threads. He also popped up on Late Show With David Letterman last night to check off a couple things from his bucket list: "I'm probably going to die, but not anytime soon." Wild Bill Murrays couldn't drag us away.

And then he stuck around to promote Grand Budapest Hotel, even though he doesn't know (WINK WINK) what the movie is about.

But wait! There's more! After listing all the reasons Martha Stewart is a catch ("She's cute, she's an ex-con, she can make a deviled egg..."), Murray revealed that meeting Lady Gaga is also on his bucket list. Then they all took a selfie together.

Then Gaga invited Letterman, Murray, and everyone in the audience to a private two-song set at Roseland Ballroom across the street. See them gallop through the streets like wild steeds.

Once there, Gaga performed "G.U.Y." and "Dope," and Murray donned a baseball cap. It's unclear at press time whether "wear an ill-fitting baseball cap" was indeed on his bucket list.