I watched David Letterman in the middle of his show tell his story about someone trying to extort $ 2 million from him because they had proof he was fooling around with some of the women that work for him. The audience wasn't completely with it and was laughing when he was trying to tell a serious story. It's the only time I can remember seeing him be annoyed at getting a laugh because he wasn't looking for a laugh. The person trying to extort the money was arrested and I guess Letterman decided it was better to tell the story himself about his indiscretions instead of having people hear about it later from other sources.