After David Letterman left Late Night (and NBC) in 1993, producers auditioned many comedians for the host position. Lorne Michaels, who was developing the new show, suggested Conan O'Brien. He was an unlikely choice—at that point, O'Brien had been a writer for The Simpsons and Saturday Night Live, and his only TV experience was appearing as an extra in sketches. But he got his chance anyway. On April 13, 1993, O'Brien filmed his mock show, with guests Mimi Rogers and Jason Alexander, on the set of The Tonight Show with Jay Leno. And the rest, as they say, is history.
Check out a short clip of O'Brien's audition below: