We don’t like to hear about a Johnny Depp close call; it means there could have been world without Depp – and we hate that world. Still, he’s a natural storyteller, and that’s exactly what he did with Letterman: tell the story of his near death experience.

"We were shooting at a different place in the desert where there's these little bumps and things," Depp told Letterman. "And so the horse that I was on decided to jump a couple of these little obstacles. The horse was unaware that the saddle I was wearing to sit on top of it was jury-rigged, kind of faked ... to give the effect that I'm riding bareback. So basically it's not very tight on the horse. So when we came down, the saddle slipped and I went to the left and had the reins here and somehow had the wherewithal to grab the mane of the horse. All very calm for some reason, I figured that fear would kick in but it didn't. I was waiting," Depp continued, able to laugh about it.

Johnny Depp in Lone Ranger

Johnny Depp endured a near death experience in The Lone Ranger

"All I saw in front of my eyes were these very muscular horse legs and striations of muscles moving, this kind of death machine. One word popped into my head: Hooves. Mind the hooves," Depp explained, to which Letterman asked how he got out of the dangerous situation. "I dropped," Depp answered. "It landed on my back, hit the deck pretty hard and the one thing that saved me was the horse's instinct to lift his front legs and go over me, step over me. Had he not, it was coming straight down into the head."