https://blogintomystery.com/2010/10/02/i-guess-this-means-that-jay-leno-has-teamed-up-with-the-masters-of-evil-the-avengers-239/

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Here's a couple of other of Dave's comic book appearances

https://comicbookmovie.com/avengers/david-lettermans-top-comic-book-moments-like-the-time-the-avengers-were-on-letterman-a120902#gs.rbhjo2