During an appearance on "The Late Show with David Letterman," former ESPN and MSNBC anchor Keith Olbermann blamed himself for taking his most recent job at Current TV, which ended with his firing Friday.

"I screwed up ... I screwed up really big on this. Let’s just start there. I thought we could do this. It’s my fault that it didn’t succeed in the sense in that I didn’t think the whole thing through. ... It is my fault, at heart."

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