Lea Michele braved the New York City weather and made her way to the Ed Sullivan Theater this afternoon for a taping of The Late Show with David Letterman

OK! GALLERY: GLEE STARS LEA MICHELE & CORY MONTEITH TAKE THEIR ROMANCE PUBLIC IN NYC'S SOHO 

The Glee star, who wrapped filming earlier this month, is promoting the FOX show's season finale which airs tomorrow night at 8 p.m. 

OK! NEWS: LEA MICHELE & KIM KARDASHIAN TWEET "WE'RE TWINS!" DO YOU AGREE? 

"So excited to be on David Letterman tonight! Hope everyone tunes in!" Lea Tweeted before adding, "About to go on! So excited!" Will you watch? 

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