Jay Thomas made his annual Christmastime appearance with David Letterman for the first time in December 1998. Letterman and one of his other guests that evening, then-New York Jets quarterback Vinny Testaverde, took turns tossing footballs at the Christmas tree across the stage, atop which sat a large meatball. As the two tried to knock off the meatball and failed repeatedly, Thomas came out, decided to join in the festivities, and knocked the meatball off of the tree. (Thomas had played quarterback on his college football team.) When Letterman talked with Thomas later on, Thomas told a story about when he was a young disc jockey at WAYS 610AM in Charlotte, North Carolina. Thomas had been making a promotional appearance at a local car dealership which had also booked Clayton Moore to make an appearance, dressed in his Lone Ranger costume. As the story goes, after the appearance Thomas, who at the time sported what he referred to as a “white man’s Afro”, and his friend, who was wearing high heeled shoes, tight pants, and a tie-dyed shirt, went off to get “herbed up” (smoke marijuana) behind a dumpster, after the broadcast ended. When they returned to pack up their equipment, they discovered that Moore was still there, as the car that was supposed to drive him to the Red Carpet Inn on Morehead Street (some years he would say the Red Roof Inn) never arrived. Thomas offered Moore a ride in his old Volvo, and Moore accepted. As they were sitting in traffic, an impatient middle-aged man backed his Buick into the front end of Thomas’ car, broke a headlight, and drove away.

Jay Thomas gave chase to the Buick through heavy traffic, finally caught up to the man, and confronted him about the damage. The indignant driver denied breaking the headlight, and Thomas threatened to call the police. The man said nobody would believe their story because Thomas and his friend looked like “two hippy freaks”. At that moment, Thomas said that Moore, who was still in costume as the Lone Ranger, got out of the car and said to the man, “They’ll believe me, citizen!”  For every year thereafter, with the exception of 2013, Jay Thomas appeared to re-tell the Lone Ranger story and once again attempt what Letterman calls the “Late Show Quarterback Challenge”. For the final appearance of the story in 2014, Thomas was again successful in knocking the meatball off the top of the tree. Thomas missed the 2013 Late Show Christmas episode due to surgery on his throat; 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.