I posted the full Harvey Pekar/David Letterman collection a while back, but I know from firsthand experience that that's not for everyone. If you want just the highlights as well as humorous commentary, Blind Mike takes you through Harvey Pekar's appearances on Letterman.
And in case anyone's wondering, I'm fully on Letterman's side in this. The "you're a guest in my house" paradigm is 100% correct. But while I don't fully agree with the thrust of "American Splendor," it is quite a good film.