Diddy or Sean Combs or whatever was one of Letterman's guests last night and he shared an interesting story about a time when Michael Jackson showed up unannounced at one of his famed White Parties.

According to Diddy, Jackson showed up at the party and the two of them settled eventually into a booth, where Jackson put his arm around him and whispered, "Where's Beyonce?" After they were introduced, Jackson and Beyonce then proceeded to dance the night away. This was pre-Jay-Z, obviously, because Jay wouldn't have been down with any of that.