"I have no one to blame but myself," David Letterman told Oprah, speaking of the sex scandal that unraveled publicly three years ago. "I'm looking to find out why I behaved the way I behaved."

Letterman opened up to Winfrey in an exclusive interview that aired Sunday on her OWN Network. Letterman says that he continues to be a "Work in progress," and speaks candidly about confessing his transgressions to his wife, Regina, and the progress that the two have made since the ordeal.

The interview also touches on the long-running contentious relationship Letterman has shared with Jay Leno.

- George McIntyre
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