A strange, deadly twist to the saga of David Letterman's most persistent and famed stalker.

Margaret Ray, 46, committed suicide by kneeling in front of an oncoming train Monday afternoon in Colorado, police there said today.

"This lady just walked out, knelt and leaned over the track," Delta County Sheriff Bill Blair told Associated Press.

"And the train couldn't stop."

Said Letterman, in a statement, today: "This is a sad ending to a confused life."

Ray's Letterman-related rap sheet dated back to 1988 when police in New York nabbed her tooling around in the late-night star's Porsche. She claimed to be Mrs. Letterman. Not to mention the mother to little (nonexistent) David Jr.

Subsequent years found Ray a repeated and univited guest at Letterman's Connecticut home. Once she was found napping near his tennis courts. She also showered the comic with assorted forget-me-nots: cookies, an empty Jack Daniels bottle, etc.

"The thing is, she's insane," Letterman told a Connecticut newspaper in 1992. "And you don't want to do anything to make it worse than it is."

But that didn't mean he was above poking fun at the star-crossed saga. In the waning days of his NBC show in 1993, he alluded to Ray in a top-10 list, "Top 10 Things I Have to Do Before I Leave NBC." The Ray-related item: "Send change-of-address forms to that woman who breaks into my house."

Ray did 10 months in prison and 14 months in a mental institution on Letterman trespassing convictions.

About four years ago, Ray's Dave obsession seemed to soften and she broadened her interests, i.e., now she stalked astronaut Story Musgrave.

Ray was released from jail just last August on Musgrave-related harassment convictions.

She most recently lived in the town of Crawford, Colorado, where the wire service said she "caused no trouble."