Bill Murray helped David Letterman celebrate 20 years of "Late Show With David Letterman" on CBS [SCROLL DOWN TO WATCH].

Murray made a dazzling Liberace-style entrance to "Late Show With David Letterman" that has to be seen to be believed. Watch video below.

The fabulous entrance was a Liberace-style extravaganza. Murray rolled up in a vintage white Rolls Royce wearing a glittering white suit, a huge white cape, a white wig, and some serious attitude.

A blonde man-servant opened the door for Murray as he came out of the Rolls Royce, holding a poodle (white, naturally).

"Wow. Delightful ...I didn't know you had a dog," Letterman deadpanned, as the grand entrance music faded out.

"I had to get something that went with this outfit," Murray said glibly.

Bill Murray made his grand entrance Thursday for the 20th anniversary episode of David Letterman's Late Show.

Other highlights of the show included Letterman reading the Top Ten Top Ten List Entries from the Past 20 Years (No. 1 was "Clintern"). Lenny Kravitz and Gladys Knight performed on the show. Later in the show, Murray took ripped up the floor with a pickaxe and jackhammer in order to unearth a time capsule with "artifacts" from 1993.

Watch Bill Murray's dazzling entrance below:

What do you think of Bill's fabulous outfit? Sound off in the comments below!