From Gawker

Not only did John McCain ditch Late Show host David Letterman for Katie Couric and mislead him about it, it turns out the Republican presidential nominee spent the entire night in New York and didn't fly to DC until the next morning.

Incidentally, that answered my question about where John McCain was last night. I figured that since he was talking so early in the morning at Bill Clinton's DogNPony, that he wasn't Rushing Back to Washington To Fix the Economic Crisis but was kicking back in some hotel. Yup.

And here's link to last night's video where Letterman found out McCain was lying to him.