Of course this was all in good fun for the Late Show, but it was pretty funny to watch. The "surveillance video" shows Steve Martin going in to a grocery store to purchase a ham. However, he doesn't purchase it, instead, he puts it down his pants and walks out of the store to his awaiting car! The skit was pretty amusing--leave it to Steve Martin--and even Dave was laughing!
Steve Martin is known to do silly things, and that's what makes people like him so much. He is very entertaining to watch and there is always an unexpected element when he does talk shows. He's the kind of guest that people want to watch, just for a good old fashioned laugh.