This paper studies appointment scheduling for a combination of routine patients who book well in advance and last‐minute patients who call for an appointment later that same day. We determine when these same‐day patients should be scheduled throughout the day, and how the prospect of their arrivals affects the appointment times of the routine patients. By formulating the problem as a stochastic linear program, we are able to incorporate random and heterogeneous service times and no‐show rates, ancillary physician tasks, and appointment delay costs for same‐day patients who prefer to see the doctor as early as possible. We find that the optimal patient sequence is quite sensitive to the no‐show probabilities and the expected number of same‐day patients. We also develop two simple heuristic solutions to this combinatorial sequencing problem.