Late-night legend and prolific podcaster talks rockabilly, kooky backstages, and a lifelong dream come true

When Conan O’Brien takes the stage at the Teragram Ballroom in downtown Los Angeles on Friday night, he’s wearing tight black jeans, a custom black jacket sporting the band’s name, and a wide smile. He greets the crowd by asking how many people had seen his cover band, the Vigodas. A few shout that they had, but the vast majority were there to see him for the first time. And despite his fame, that makes sense. Though he’s probably one of the most recognizable and beloved people in Hollywood, at this point, the band has only done about 10 shows around Southern California since premiering in August.

They draw a wide range of fans. Some know him from his days hosting Late Night , while others seem to be dedicated listeners to his long-running interview podcast, Conan O’Brien Needs a Friend —a smattering appear young enough to have only seen clips of him during his network heyday.…