In Conan O'Brien's case, that news was Robin Williams's death, and he handled the shock of it admirably.
O'Brien is visibly shaken, but composes himself well as he, co-host Andy Richter and guest Will Arnett speak about Williams.
"He was an amazingly kind and generous person," Richter said.
"As funny as he was – he's truly one of the all-time greats – he was even better as a person," Arnett adds. "He was even more fantastic … one of the kindest guys that I've ever worked with … it's a major, major loss for everybody."
"We're just processing this information literally at this moment," O'Brien somberly concludes. "We are thinking of Robin's family, we're thinking about everyone who he touched around the world throughout his life, and we're thinking about Robin tonight."
He also says, "We're so very sorry to have to report this to anybody who's hearing it for the first time. We are going to end our show now. I'd like to thank all my guests. Good night, and God bless Robin Williams."
Watch the full clip from the show below.
If you or someone you know is considering suicide, please contact the National Suicide Prevention Lifeline at 1-800-273-TALK (8255).
The Williams family is asking well-wishers to send contributions to charities close to the actor's heart in lieu of flowers. Suggested organizations include St. Jude Children's Research Hospital, Challenged Athletes, USO, the Muhammad Ali Parkinson Center, the Christopher and Dana Reeve Foundation and Glide Memorial Church in San Francisco.
For more on Robin Williams's tragic death and his legacy of comic genius, pick up the latest issue of PEOPLE, on newsstands Friday