"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.

- George McIntyre
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