According to O'Brien, the show was cancelled during the first season, but NBC realized that they had nothing to replace it. NBC renewed the show a few weeks at a time.
According to O'Brien, NBC executive Warren Littlefield told him that the show would never succeed unless O'Brien fired Andy Richter, whom Littlefield referred to as a "fat dildo."
Al Roker has the record for the most appearances on the show, with over thirty. Al Franken is second with over twenty-five. The reason for their numerous appearances is that both Als are usually the "go to" guys whenever another guest cancels because they live so close to the studio. This has been brought up and joked about on more than one Al Franken appearance.
In the first show, O'Brien jogged out from behind the curtains to his mark for the opening monologue. As time went on, he would try new things (in one show, he just jumped up and down to his mark). Eventually, he adopted this "shuffle", where he would walk hunched over and have his arms shuffling at his sides. When the show returned to air for the first time after the terrorist attacks on the U.S. of September 11 2001, he replaced the shuffle with a more subdued walk, which he continued to use as his entrance until the final episode.
On May 15, 2003, there was a special claymation episode, where the entire show was done with animated clay figures. The guests for that show included Johnny Knoxville, Richard Lewis, and David Bowie.