Watch Bill Murray Fly and Sing in His Audition for 'Peter Pan Live' - VIDEO

Bill Murray made a spectacular entrance for his interview with David Letterman, flying into the studio dressed as Peter Pan while singing about how great flying is.

When asked by the late night host last night (Jan. 31) about his entrance, Murray explained that he was auditioning for NBC's Peter Pan Live. Also, he just loves flying.

As the comedian explained in his own words, "My roots are in the musical-comedy stage and I feel that this is my moment ... They're talking about re-staging Peter Pan and I think I'm the guy."

We would watch that so hard!

You can watch Murray's performance above and listen closely for his subtle dig at Carrie Underwood.