Popular Late Night Host Hits the Streets as UPS Driver Conan O’Brien to run UPS video spoof on Friday night. Video crews from NBC’s “Late Night with Conan O’Brien” recently visited UPS facility in Secaucus, NJ preparing for an upcoming video segment in classic Conan style. The video will air Friday, July 18. Check your local listings for air times. Conan gets some pointers on delivery methods from Frank as the video production team looks on.