Anything at all that I could've said about Anna Wintour's Letterman appearance, the Fug Girls took care of and said a million times more brilliantly.
They summarized the segment in this nice little metaphor:
"Watching the two of them effectively hang out and make small talk felt a bit like eavesdropping on somebody's incredibly awkward blind date: He tried to care about fashion, and failed; she gave him little to work with beyond quoting funny, nasty things various writers have called her in print, and the encounter ended with a distinct air of relief and absolutely no making out."
The Fug Girls always know how to say it best. Read the whole commentary. It's great.