It’s difficult to put into context for those who weren’t there just how big of a star David Letterman was in March of 1994. He had just left NBC nine months earlier—where he’d reigned tall at 12:30 AM for 11 years—to move up to 11:30 PM at CBS as host of The Late Show. This was a franchise created especially for him, and it made him the highest paid host in late-night history. . . .

The mere notion of Madonna going on any talk show was rare. She didn’t need the publicity. The relentless tabloids took care of that for her. Nor did she have anything to promote. Someone of her magnitude would seldom go on without a reason. But on March 31st, 1994, she did it anyway. She went on David Letterman’s Late Show for her first visit with the host in 6 years. Everybody would be tuning in no matter what. But what we got was something so bizarre that we cannot help but marvel that it was ever really a thing 30 years later.