Here's Michael Jackson and David Letterman doing sketch comedy from a Jackson 5 variety series in the 70's.
Letterman did a lot of this kind of nonsense when he was just starting out - The Gong Show, Mork & Mindy, dancing and singing on a Mary Tyler Moore variety show. I remember the first time I noticed him he was the announcer on The Starland Vocal Band show. Then, one day he guest-hosted the Tonight show, and was almost immediately the heir-apparent to Johnny Carson.