Two nights before the premiere of Caddyshack, Johnny Carson welcomed Rodney Dangerfield to the Tonight Show stage, âMy next guest has a lot of things going. Heâs starring in a movie which opens nationally Friday, July 25th, called Caddyshack. Heâs got a new album out called No Respect. Heâs a good friend and a funny man. Would you welcome, Rodney Dangerfield!â Originally aired July 23, 1980 on the Tonight Show.