Way back when, David Letterman had two consecutive annual celebrity film festivals. I remember the second (and ultimately last one) being fairly lame. But the first one, had two great shorts. One was with Bette Midler (and actually, her sit-down intro w/Dave was even funnier than her film).
But the other film was a joint venture from SCTV alum, Catherine O'Hara and Andrea Martin. I was a huge SCTV fan, but I'm guessing that in 1987 (?), still not a lot of people knew who either of these hilarious actors were. Thanks to YouTube, I'll grace you w/their film on PMS - Prementrual Syndrome