Joaquin Phoenix memorably appeared on 'The Late Show' to speak with David Letterman in 2009 while in character for a 2010 mockumentary he and Casey Affleck made

On Tuesday night, the star said that he originally did the pre-interview in character and “I realized that it was just a little silly, so I called them back and I said, ‘Listen, this is what I’m doing. I’m coming out here and I’m doing this whole thing.’”