Yeah it was pretty depressing wasn't it? I thought it was good but it never really captured the feeling of the comics he wrote...although I'm not sure if it was supposed to.
The funny thing is after all these years I can't think of many Letterman guests that are as remembered as Harvey was, Andy Kaufman is the only other I can think of. No matter how awkward and controversial his guest spots were always a must see.
Harvey won't soon be forgotten by those who loved his work.