No. Letterman has appeared in a comic book, so that's the connection I'm looking for. In fact, this one might be too tough, so I'll give it away:
Lady Deathstrike to Wolverine (enemies/lovers)
Wolverine to Beast (teammates)
Beast to David Letterman (Beast, as an Avenger, appeared on Late Night with David Letterman in Avengers #239.)
You can post a new one, DanMan.