Margaret Ray, the 46-year-old woman infamous for stalking "Late Show" host David Letterman, committed suicide Tuesday by kneeling in front of an oncoming Union Pacific coal train in a remote part of Colorado. Ray's pattern of obsession with Letterman began in 1988 when she stole his Porsche and was caught driving it, claiming that she was his wife. Since then, authorities have arrested Ray numerous times for trespassing on Letterman's property and breaking into his home in suburban Connecticut. In '96, she was arrested for shoplifting and resisting arrest near the Carmel, Indiana, home of Letterman's mother, Dorothy. "This is a sad ending to a confused life," said Letterman, in a public statement.