After talk show guests are introduced, the show’s band typically plays them to the desk with a referential song. Like, when Julia Roberts is on Letterman the CBS Orchestra might play “Julia” by the Beatles, or maybe “Pretty Woman”.
Anne Heche was a guest on Letterman tonight, and as she hit the stage the band played “21st Century Schizoid Man” by King Crimson. I wonder if anyone else in the entire theater got the joke