He was also an annual guest on the Late Show with David Letterman during the Christmas season, where he told a story about how he met Clayton Moore, who portrayed the title character on The Lone Ranger.

[2] Beginning in 2005, he hosted The Jay Thomas Show on SiriusXM Satellite Radio channel 94 comedy greats Monday through Thursday afternoons and Friday mornings on Howard 101.

Thomas made annual Christmas appearances on David Letterman's CBS late night show, beginning in December 1998.

Letterman and one of his other guests that evening, then-New York Jets quarterback Vinny Testaverde, took turns throwing footballs trying to knock a large meatball off the top of a Christmas tree at the other end of the stage.

[9] Beginning on a subsequent visit to Letterman's show, Thomas told a story about when he was a young disc jockey (around 1972) at WAYS 610 AM in Charlotte, North Carolina.

An angry Thomas chased the Buick down Independence Boulevard, weaving through heavy traffic and forgetting all about Moore still sitting quietly in his back seat.

Thomas missed the 2013 Late Show Christmas episode due to throat surgery; John McEnroe took his place and told the Lone Ranger story, then tried, unsuccessfully, to knock the meatball off the tree by hitting tennis balls at it.