Tina Fey does not mess around!
"What happened was we have this small office and these movers moved in and they told us we had to go downstairs to sign for it and then I think one of the moving guys went upstairs and stole a computer," she explained. "And that had all of my ideas on it."
The understandably peeved comedienne then confessed that she wanted to take matters into her own hands after realizing that the police were busy with more pressing matters.
"The police were helpful, but it's hard, New York's a big city and you're like, ‘Some guy stole my jokes' and they're like, ‘Yeah, we'll get right on it.'"
Letterman had his own take on who the possible burglar was, however, and joked with the brunette actress.
"It wasn't Jay Leno, was it?" he joked.
Fey and Letterman actually chose to air the footage "against all legal counsel" on the show.
"We're gonna find this guy," Fey said.
"This is an alleged criminal," she says. "He walks out with what pretty much looks like a computer in a folder. Allegedly."
The video shows a man, with a blurred-out face, taking the computer out of Fey's production company's office inside a manila envelope.
We hope Fey finds her jokes and gets her computer back!