Greeted by herds of screaming fans, Sienna Miller visited the Ed Sullivan Theater in New York City today (October 13) to tape tonight’s installment of the Late Show With David Letterman.

Though he was nowhere to be seen, Sienna apparently bumped into ex-fiance Jude Law at a party thrown by mutual friend Johnny Lee Miller in the Big Apple recently.

The stars - who dated for around two years before splitting in November 2006 - are both acting on Broadway, Jude in Hamlet and Sienna in After Miss Julie.

The Sun reports Sienna’s co-star Johnny threw a party for her dog Bess, who has just recovered from a kidney infection, and invited Jude as he gave Bess to his ex as a present when they first started dating.

Says a source: “Sienna and Jude were both delighted to see each other.”