A young Conan O'Brien is interviewed by a young Jon Stewart, before either of them were quite the big household names they are today.
This comes from the old Jon Stewart Show on MTV (the half-hour version, not the syndicated one-hour version that ran later) in 1994.
01/29/08 UPDATE: Clips of this interview were shown on tonight's episode of The Colbert Report! Although unlike the grainy VHS footage from my crappy capture, theirs looked like it came from the original master tape. I don't know if I was truly responsible for getting portions of this shown on TV, but who knows.