John McCain talks GOP candidates, Sarah Palin on "Late Show With David Letterman" (Video) Thursday night, Sen. John McCain (R-Ariz.) visits "Late Show With David Letterman." In an early clip released by CBS, McCain discusses his thoughts on the GOP presidential canddiates, and the whereabouts of his former running mate, former Alaska Gov. Sarah Palin. "You and I have had this conversation several times in the past," McCain said when Dave asked him if he had seen Sarah Palin recently. I'm very well-aware of your view on this issue. "Just checking up on old friends," Dave replied. Watch the video here: