Conan O'Brien only performs in New York City.
Conan O'Brien . Afterwards , O'Brien relocated from New York to Los Angeles to host his own incarnation of The Tonight Show for seven months until network politics prompted a host change in 2010 . O'Brien has been the subject of a documentary , Conan O'Brien Ca n't Stop ( 2011 ) , and has also hosted a 32-city live comedy tour .