Alma Mater: Harvard University Major: American History Did He Graduate? Yes. He earned his B.A. in 1985 "The perfect world would be where The Conan O'Brien Show would be on, and you'd be reading my short story somewhere and wearing my designer jeans," the Late Night host told The Harvard Crimson as a senior. One out of three isn't bad: The heir to The Tonight Show desk honed his comedy skills while editing the school's humor magazine, The Harvard Lampoon.