Conan Investigates

Given that he co-created Lookwell and Andy Barker PI, plus given how often he breaks into 1930's detective jargon on his show, I think it's clear that Conan O'Brien's great frustration in life was that he never became private investigator.  As we can tell from this clip, he's a natural.  A natural, I tells ya!  Conan would've been the modern-day Philip Marlowe.