In his first night in front of the cameras at Late Night With David Letterman since a threat on his life was posted to a jihadist website, Letterman hit the ground running and used the occasion as one big punch line in his monologue. Saying that the feds were investigating the threat, the late-night host said “they could save themselves some time: Everybody knows it’s (Jay) Leno.” Joking aside, a bomb-sniffing dog was posted outside the Ed Sullivan Theater in Manhattan, where the show is taped; there were no incidents reported. Here’s the monologue:

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