Watts worked a wool and leather look London - Caroline Kent Actress Naomi Watts nailed winter chic in New York as she arrived for an appearance on The Late Show with David Letterman this week at the Ed Sullivan Theater. She kept it chic and polished in an all-black Calvin Klein ensemble from the Fall-Winter 2012 collection, pairing a so-this-season leather skirt with a cosy wool jacket and Louboutin booties.