David Letterman showed a side of him his fans probably haven't seen when he sat down with Oprah.  They discussed his sex scandal, his depression, his feelings for Jay Leno and their longtime feud on Oprah's Next Chapter.

Sex Scandal

In 2009, David Letterman married his longtime girlfriend and the mother of their young son, Harry. Six months later Dave admitted he'd had sex with a woman who worked for him.

Letterman/Oprah Feud

For more than 20 years, Oprah says, the public believed she and Letterman have been in a bitter feud. Oprah reveals a side of the story she's kept to herself for almost 25 years.

Celebrity Apologies

Does it bother Dave when he hurts a guest's feelings? He's had to apologized to several celebrities, including Justin Bieber, Paris Hilton, Sarah Palin and Donald Trump

Depression

Funnyman David Letterman has built his career on making others laugh, but ironically, he says, he struggled with depression. Watch as he tells Oprah about a time when he didn't want to get out of bed.

Late Night Rivalry

Letterman tells Oprah why Jay Leno is the funniest—but most insecure—guy he's ever known.

Watch more with David Letterman and Oprah at Oprah's website.