Madonna On Letterman: I 'Would Rather Get Run Over By A Train' Than Marry Again (VIDEO)

Madonna returned to David Letterman Wednesday night, riding in on the shoulders of NY Rangers, and joked about smoking a joint before a previous appearance, her recent dalliance with Alex Rodriguez, and her recent divorce from Guy Ritchie.

Of her eight-year marriage to Guy Ritchie, she said it was "the Bush years... a good time to be out of America."

But she won't marry again. "I think I'd rather get run over by a train."

Letterman later found something that she had never done before - eat a slice of New York pizza. She claimed it's because she's 'not a cheese person.' The pair then walked next door and were served pre-ordered slices of cheese-less pie with olives, which she even took a bite of on camera.

Highlights below.

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