The Queen Is Here! Pop icon Madonna joins Dave in a chat about A-Rod, the possibility of marriage with boytoy Jesus, and her new greatest hits album over a slice of NY’s best pizza in this video clip from the Sept. 30 episode of the Late Show.

Last November, the Material Girl divorced director Guy Ritchie after eight years of marriage, and she’s vowed never to get hitched again!

“I think I’d rather get run over by a train,” she told Letterman. After placing an order on the phone, the two of them walked over to Angelo’s Pizza, located right next door to Manhattan’s famed Ed Sullivan Theater, where the two shared a few slices of the black olive and parmesan.