David Letterman doesn’t do a lot of press, but he sat down a few weeks ago with Regis Philbin for an hour on CNN (in the Piers Morgan wasted slot). While it’s always fun to see the two of them together, it was a completely superficial conversation.

The other interview he’s done recently was for Alec Baldwin’s “Here’s The Thing” podcast, and it’s a much better and deeper discussion, as Baldwin gets Letterman to open up about how he’s not really that involved in preparing each night’s “Late Show,” the restrictions that NBC placed on him when he started doing “Late Night” in 1982, and what his early career in radio and then as a television booth announcer were like. He also explains how he found success as a standup almost immediately after leaving Indiana to move to Los Angeles, and somehow parlayed that into his debut on Johnny Carson’s show just three years later.

You may know some of these stories, but hearing Letterman tell them in the first person makes for a good listen. Here’s the link.

As I write this, Baldwin is appearing on Letterman’s CBS show to promote Woody Allen’s “To Rome With Love.” But first they have to discuss Baldwin’s encounter with a paparazzi (paparazzo?) yesterday, a story blown out of proportion by the tabloid media, which inspired Paul Shaffer to play him on with Pat Benatar’s “Hit Me With Your Best Shot” — a nice touch that had both Letterman and Baldwin laughing. By the way, Baldwin’s also in “Rock Of Ages,” which bombed at the box office this weekend, which may explain why there’s no mention of it tonight.