VIDEO: Sylvester Stallone Takes on ROCKY Egg Challenge on Letterman!

Sylvester Stallone stopped by last night's Late Show with David Letterman to talk about the new Broadway musical Rocky, opening tonight! The actor tells Dave that he's thankful it's not him singing up on stage as his iconic alter ego. "If I would sing I would like haunt a ship," he joked. "I would, I'd haunt two ships, an aircraft carrier!"

Later in the show, Stallone goes 'full Rocky' by chugging a glass full of raw eggs! Check out clips from the appearance below!

The new musical Rocky, starring Andy Karl and Margo Seibert, opens tonight, March 13, at Broadway's historic Winter Garden Theatre.

ROCKY features an original score by Stephen Flaherty and Lynn Ahrens, the celebrated Tony Award-winning and Academy Award-nominated songwriters behind Ragtime, Once on This Island, and Anastasia, and a book by multiple Tony Award winner Thomas Meehan (The Producers, Hairspray, Annie) and Sylvester Stallone, who was nominated for an Academy Award for Best Original Screenplay for the 1976 Oscar-winning Best Picture, Rocky.

The production is directed by Alex Timbers, the Tony-nominated director behind the acclaimed musicals Here Lies Love and Bloody, Bloody Andrew Jackson, as well as Peter and the Starcatcher, which continues to run off-Broadway. The musical features choreography by Steven Hoggett, who received a Tony Award nomination for his work on Once and Kelly Devine, best known for the long-running Broadway hit Rock of Ages.

The Rocky cast features Andy Karl (Rocky), Margo Seibert (Adrian), Terence Archie (Apollo Creed),Dakin Matthews (Mickey) Danny Mastrogiorgio (Paulie), Jennifer Mudge (Gloria) and ensemble members Adrian Aguilar,Eric Anderson, Michelle Aravena, James Brown III, Sam J. Cahn, Vincent Corazza, Kevin Del Aguila, Ned Eisenberg, Bradley Gibson,Stacey Todd Holt, Sasha Hutchings, David Andrew Macdonald, Vasthy Mompoint, Vince Oddo, Okieriete Onaodowan, Adam Perry, Kristin Piro, Luis Salgado, John Schiappa, Samantha Shafer, Wallace Smith, Jenny LeeStern, Dan'yelle Williamson and Mark Zimmerman.

ROCKY brings to life the iconic and inspiring story of struggling small time Philly boxer, Rocky Balboa, who gets a once-in-a-lifetime shot to go the distance against heavyweight champ Apollo Creed. Both an adrenaline-infused spectacle and a surprising story of blossoming romance between two lonely outsiders, Rocky is a heart-stopping and viscerally theatrical new musical for everyone brave enough to follow their dream.