Or somewhere in Montana.

Here are five things we learned from him:

1.

I had to shave every day, every day, for 33 years.

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Credit: Mike Coppola/Getty Images

And everybody hates it.

My wife hates it.

My son hates it.

He added, I know, its not a good-looking beard.

But I dont even care.

And I have felt much better.

What hes watching on TV these days

Lets just say hes not keeping up with the new late-night wars.

Letterman is watching mostly news, he said.

Im like the idiots who always used to come up to me and I knew they were lying.

But Im like that guy now.

I cant stay up late enough to watch TV.

I like to be in bed right around 10.

Anything that happens after 10, Im not there.

Weve had a lot of people to the ranch, he said.

Because you want to share this with people.

And a lot of people dont get invited back.

Because for some reason they dont get it.

Well I said, OK, lets see, youre not coming back.'

When I got into high school my grades were really, really bad, he reminisced.

And it was that moment that I realized I know exactly what I want to do.

Ive found something I can do.

I cant do algebra.

Im no good at anything else.

Then the rest of my life I stopped worrying about everything.

Read thefull Letterman interviewat theWhitefish Review.