Academy Award nominee Jake Gyllenhaal is making his off-Broadway debut in If There Is I Haven’t Found It Yet. On August 27, Gyllenhaal stopped by The Late Show to have some much-needed “fresco time” with David Letterman. The stage and screen star showed off his huge beard, jokingly revealing that had gotten an offer to play Tevye in an amateur production of Fiddler on the Roof. In a more serious moment, Gyllenhaal also shared the chilling story of his on-the-job research for his new police drama End of Watch, which hits movie theaters September 21. He also recalled the details of his dangerous trip to Iceland with Man vs. Wild survivalist Bear Grylls. Click below to watch Gyllenhaal's appearance, then catch him in If There Is I Haven’t Found It Yet, which opens September 20 at the Laura Pels Theatre!