Just for contrast

Just for shits and giggles, here's RDJ with a host he actually likes:

Doing press for Due Date. Which I haven't seen. No idea if it's any good.

Part of Ferguson's bit seems to be to maneuver people into saying embarrassing things by just stuttering and being abrasively Scottish at them until they can't wiggle out of it. (Note: Actual Scottish people are not like this any more than actual American people are obnoxious fucks who shout at foreigners. Which is to say, some are, but it's not the national hobby or anything.) This is absolutely not necessary with RDJ. If you give him a topic and let him talk long enough, sooner or later he will come up with a hilarious anecdote in which he comes out looking like a complete ass, and he will tell it loudly, at great length, and with a variety of illustrative hand gestures. Letterman leads with an innocuous question, which he could take in a few different directions -- he could go along with the puzzlement, for instance, and trade examples for a bit -- but Downey cheerfully digs himself into a hole, as per his usual, stopping only momentarily for Dave to politely offer him a shovel.

Body-language-wise, Letterman is not an especially hands-on sort of guy, but Downey sits himself down and immediately leans on the near arm of his chair, and stays there almost the entire time. He keeps his attention on Letterman for most of the interview, breaking off from time to time to look out at the fourth wall and make some sort of gesture in accordance with what Letterman's banging on about, or just giggle uncontrollably. He picks up the comedic hooks Letterman feeds him immediately, delivers the punchline in trademark deadpan, then breaks into a grin which he directs at both the host and the audience in a sort of gesture of solidarity: he considers them all in on the joke.

Also notably, when Letterman brings up his rather colorful past, in the context of Charlie Sheen's then-recent meltdown, Downey skates the line between comedy and earnestness. This is honestly what he usually does; he did it all, he isn't proud of a lot of it, but as a general rule, if it's something that he only wound up hurting himself with in the end, he'll make the crack. Things he did that he feels hurt other people in some fashion are one of the few topics I have never heard him be a wiseass about. He really doesn't think it's funny -- this is probably why he didn't find himself totally friendless when he walked out of prison. RDJ is also very adamant that his experience was his experience and since you're not him it's not necessarily a good idea to use him as a road map. The fact that he told Ferguson that he was pretty much "that guy" from his chemical-abuse days might go a long way towards explaining why he doesn't look all that keen to engage with the guy.

And if you want to see Downey with someone he really likes:

Graham Norton show, doing press for Sherlock Holmes 2: Game of Shadows alongside his co-star. He thinks Graham Norton is fucking hilarious, and apparently less forged a friendship with Jude Law than kind of randomly discovered they had one about five minutes after they met. I would bet a pretty substantial amount of money that Downey creates his characters by doing exactly the same thing I'm doing to him now -- and thinks of it in much the same metaphorical way; he mentions in passing in another interview that his teenage son is "not an easy read". Law must do much the same. Several times while they're team-telling stories about the second Holmes movie, they glance at each other and crack the fuck up as a result of the conversation they are busy having down there in the subtitles.