David Letterman said that he feared that it would end the same way that The Sopranos did, with the screen cutting to black. He’s clearly not a devoted fan since, as Lilly pointed out, that’s essentially the way that all of the Lost episodes end.
He kept pushing her and she finally relented and gave up the ending that he was looking for — though it’s very doubtful that it’s the real one.
Take a look.
Image courtesy ABC.