Look out, Long Island: The World’s Most Dangerous Band is coming this way!

Paul Shaffer has gotten the band back together after his 33-year tenure with David Letterman for a reunion show at the NYCB Theatre at Westbury on Saturday in support of his new self-titled album.

Shaffer, 67, spoke to Newsday about how retirement doesn’t suit him, his friendly relationship with Letterman and what he thinks about his old boss’ Santa-like beard.

How has life been post-Letterman?

Well, it’s slowed down a little . . . from about 100 miles an hour to zero. It was a big adjustment. Slowing down didn’t agree with me. I wasn’t having a good time. I got a call from the legendary record executive Seymour Stein, who said, “Do you want to make a record?” I started working on it and realized that I have to keep playing the piano because it’s what makes me happy. Now I get to perform in front of people, which I think is the ultimate.

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What will your live show consist of?

It’s going to be me telling rock-and-roll and show-business stories, and I’ll do some songs from the album plus classics paying tribute to some of my influences, and the band will do the same. Additionally, we will have a special mystery guest join us for a surprise set.

The album is named after the band: Paul Shaffer and the World’s Most Dangerous Band. Where did you get that name?

Dave called us that way back in the ’80s, when we were on NBC. He got it from the world of wrestling. In the middle of the late-show wars thing, when we moved to CBS we couldn’t use the name anymore because it was labeled intellectual property. We became the CBS Orchestra, but now that there are no executives who remember any of that stuff, they [NBC executives] said go ahead, use the name.

How have you kept the band together once the show ended?

Occasionally we have done a special thing here and there. But everyone went their own way. I decided to bring them back — Will Lee, Anton Fig, Sid McGinnis, Felicia Collins and three horns — for the album. We all played together, and it was a sweet reunion. We were in the trenches together all this time dealing with whatever came our way in a very spontaneous manner. We’ve developed a real sixth sense about how to play with each other, and we still got it.

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Do you stay in touch with Letterman?

We communicate all the time and see each other for dinner every three or four weeks. We often say to each other, “Did we really have a show?” Sometimes it seems like a dream. There’s nothing like the experience of a daily show. It keeps you tightly wound. I think we are both a little more relaxed now.

How would you describe your exchange?

He could certainly make me laugh. Sometimes I could make him laugh, too. Dave was way more musical than anybody gave him credit for. He heard every single note that we played and was always so encouraging. What a great guy to work for, he truly was.

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Do you think you will ever work together again?

I’m not ruling it out. I would follow that guy to the ends of the Earth. He loves a live audience and likes an opportunity every once in a while to get in front of one. I think you might see him appearing here and there. He hasn’t lost it. Dave loves to make people laugh more than interviewing somebody.

What do you make of the beard?

The beard has its own agent now, I’m happy to report. I just think he’s happy to not have to shave every day.

What was the craziest thing Letterman had you do on the air?

Our motto was anything for a laugh. I remember hanging from a meat hook in a butcher’s freezer. I had to put a hole in my own shirt. But they sewed it up and I still wear that shirt today. Nothing goes to waste!

You were in the Blues Brothers Band with John Belushi and Dan Aykroyd. What was that experience like?

Those guys were electric and at the top of their game. Just the hottest in show business at the time. I helped put the band together with Belushi. We recorded the first album live. Then I was unable to make the first movie, which almost killed me, but I got in the sequel, “Blues Brothers 2000.” Plus, I continue to do things with Danny. All’s well in the end.

You have always given off a relaxed chill vibe. Where does that come from?

I don’t know. I had a hip talking persona going like I was Sammy Davis Jr. from 40 years ago just for fun. I used to talk like the people I idolized as a kid. People could sort of see I was just kidding, some took me seriously, but that’s their problem. I was just having fun.

You are also known for wearing wild and cool glasses. How did that start?

My glasses fetish began back in 1977. I loved Elton John so much, I used to wear his big white glasses as homage to him. After that I couldn’t stop.

What was the biggest goosebump moment for you on Letterman?

The first time James Brown came on doing “Sex Machine” was unforgettable. It was a million-dollar music lesson. I could have retired then.

With what celebrities are you the closest?

I started out in Toronto in a show called “Godspell” with Martin Short, Eugene Levy, [the late] Gilda Radner, Andrea Martin, Dave Thomas and Victor Garber. We all go back a ways and still remain the closest of friends today.

Who do you think belongs in the Rock Hall?

I wish the Zombies would get in. Barry White is another one. People think he’s too syrupy, but he’s the satin soul. He belongs in there.

What do you make of today’s late-night landscape?

The landscape has changed. The shows are a bit different, but it’s a natural development. We had no Ed McMahon. I became the guy Dave would speak to. We had such fun for 33 years. Dave took what Johnny Carson did and combined it with the youthful spirit of “SNL” and off we went.

Is it true you were offered the role of George Constanza in “Seinfeld”?

I believe so . . . unless I was hallucinating. I got a call that Jerry Seinfeld is getting a show, would you want to be his sidekick. But I had a job with Letterman. In retrospect, I said, “Geez, I could have been Constanza!”

You have worked with some of the greatest in both rock and roll and comedy. How did you pull that off?

I just happened to be in the right place at the right time.