Question: where does david letterman film my next guest

title: My Next Guest Needs No Introduction with David Letterman
text: No . overall No. in season Title Featured guest Original release date `` Barack Obama '' `` It 's a Whole New Ball Game Now '' Barack Obama January 12 , 2018 ( 2018 - 01 - 12 ) Cold open : Letterman interviewing Obama on Late Show with David Letterman . On - location segment : Walking with Congressman John Lewis across the Edmund Pettus Bridge , site of the civil rights movement 's Bloody Sunday in 1965 . `` George Clooney '' `` You Be the Newsman , I 'll Be Liz Taylor '' George Clooney February 9 , 2018 ( 2018 - 02 - 09 ) Cold open : Letterman and Clooney outside of LAX watching planes land and eating fast food . On - location segment : At the home of Nick Clooney meeting Iraqi refugee Hazim Avdal whom the Clooney family is sponsoring . `` Malala Yousafzai '' `` You Know , She Has a Nobel Peace Prize '' Malala Yousafzai March 9 , 2018 ( 2018 - 03 - 09 ) Cold open : Letterman accompanies Yousafzai as she leads a tour group at Lady Margaret Hall , Oxford . On - location segment : Yousafzai continues to lead the tour group as Letterman tags along , the pair browse in the University of Oxford shop , and Letterman eats lunch with Yousafzai 's father . `` JAY - Z '' `` I Had a Paper Route Too '' Jay - Z April 6 , 2018 ( 2018 - 04 - 06 ) Cold open : None On - location segment : Letterman visits Shangri La Studio , speaks with music producer Rick Rubin and listens to Madison Ryann Ward recording . 5 5 `` Tina Fey '' `` It 's Just Land Mine Hopscotch '' Tina Fey May 4 , 2018 ( 2018 - 05 - 04 ) Cold open : None On - location segment : Letterman and Blues musician Buddy Guy eat chicken and fries at the Athenian Room , one of Tina Fey 's Chicago hangouts , while talking about the origins of the Chicago Blues . Later , Guy performs `` Skin Deep '' , accompanied by Paul Shaffer , at his nightclub , Buddy Guy 's Legends . 6 6 `` Howard Stern '' Howard Stern May 31 , 2018 ( 2018 - 05 - 31 ) Cold open : Letterman interviewing Stern on Late Night with David Letterman . On - location segment : Letterman rides horses with paleontologist / geologist Christa Sadler at Grand Staircase - Escalante National Monument .