"There's a long family history with quarters. My grandfather leaves quarters," she explains about her experiences with having objects materialize out of nowhere. "And it's just amazing. It's him! It's absolutely him."
And though she never met her late grandfather, she is absolutely convinced that it's his doing.
"It's such a long story that you'd have to go to commercial five times, and roll to a clip and then come back, and I'd still be telling the story. But it's him," she insists. "You guys, it's him!"
When pressed by Letterman that there is no scientific evidence for paranormal experiences, Emma isn't bothered.
"That's the joy of it," she says. "It's not, you know, a logical thing. It's magical."
Emma is currently promoting her new Woody Allen romantic comedy Magic in the Moonlight, in which she plays a fortune teller whom a skeptical illusionist (Colin Firth) attempts to debunk.