OMG! No alarm themselves, but JUST on Letterman, Dave was talking about his adventure with a security system going off because of smoke!
I wasn’t paying attention to the beginning, but once I did he was talking about cooking and wearing sunglasses. And because he has the sunglasses on, he’s not realizing that the kitchen is filling up w/ smoke. And so, a detector trips, and sets off the security system (he imitates the siren going off). He then tells everyone: “You know, in my opinion, smoke detectors and fire alarms are a wonderful thing, but you gotta know how to turn 'em off.” His son is now begging for him to turn off the alarm (he keeps asking “Can you turn it off?”), but Dave doesn’t know how. As a result, the FD shows up. Dave tells them “IDK what happened,” and a fireman replies “Well, we smelled smoke,” and Dave said it made him feel like an idiot, thinking they couldn’t smell smoke. Well, the FD couldn’t figure out how to turn off the alarm either, SO it keeps going off for like 45 minutes, and Dave’s wife finally calls and says “Just punch in the the code,” and she gives him the code. He punches it in, and then complete silence. And then Dave gives this look as if to say “That’s it? That’s all it took to shut that off?”.
I hope I can find that online somewhere, because it was FUNNY, and as you can see, I’ve changed my quote to what Dave said about alarms…