To commemorate the 5th anniversary of Dave retiring from late night television (his last show was on May 20, 2015), I've put together a series of "first and last" appearances, the latter paying tributes in their own ways to the last giant of late night (h/t Jason Zinoman).
Part 20. Martin Short
1. December 3, 1982
2. May 6, 2015
The 2015 guest appearance comes from Andrew Lynch's superb YouTube upload, linked here:    • Video  
Regarding Marty's "first appearance" card: As he correctly pointed out, that photo comes from his second Late Night appearance on April 29, 1983.