Episodes from Monday through Thursday are taped at 5:30 p.m. on their respective days. Friday episodes are taped at 8:30 p.m. on the preceding Thursday. David Letterman originally wanted to call Paul Shaffer's musical ensemble "The NBC Orchestra," but that name was already taken by Doc Severinsen and company on "The Tonight Show Starring Johnny Carson" (1962). Letterman settled for the name "Paul Shaffer and the World's Most Dangerous Band," but he got his way in the ...[Read Story ]