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.
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