[dfan]

The Letterman bit must have been parodying Mummenschanz, an avant-garde Swiss theater group that was pretty popular (as those things go) at the time. They do feel a bit in the same corner of the arts universe as the Residents...

[larkinnaire]

Yes, this was Mummenschanz: https://www.youtube.com/watch?v=bdTYScKgEus