Legendary comedian Bill Murray made an appearance on “Late Night With David Letterman” on Thursday night, but his spot on the show may have been less than voluntary. In a hilarious opening bit for Murray’s segment of the show, Letterman showed a video of Murray being forced into the “Late Night” studio and tasered.

The video showed Murray being pulled out of the trunk of a black SUV, bagged head and all. As he pleaded with the men not to kill him, Murray seemed to come to the realization that the men kidnapping him weren’t foreign nationals, and that he was on the streets of midtown Manhattan. Then he was tasered and told to go onto “Late Night.” It’s pretty hilarious to watch.

During his interview with Letterman, Murray described his love for New York City during the holidays, especially his love for the Rockefeller Center Christmas tree lighting. Because Murray missed this years’ tree lighting, he held his on with Letterman on “Late Night.” It was kind of heartwarming, if you ignore the whole “kidnapped and tasered bit” earlier in the show.

“I love it here. I love the holidays here. When I came here to work, I came from Chicago, this little town in the Midwest. You’ve probably never heard of it. But I came here and I got this job working in the Rockefeller Center Building on ‘Saturday Night Live,’ a little show like that,” Murray said. “I’ve been watching the talk shows. That’s how you do it. You say ‘little show like that.’”

Watch two videos of Murray on “Late Night” below, including the taser scene and the Christmas tree lighting.