Howard Stern came onto 'Late Night' to announce that he was done with late night talk shows. If he's to be believed, this was his last appearance ever on any of them.

"It's a lot of pressure to come out here," he told Jimmy Fallon. "What, I've got to prove myself to you? I mean come on, really."

Stern then offered Fallon, as the new kid in late night, some advice. "If they tell you they want to give you 'The Tonight Show,' smack them in the head," he said. He went on to explain about what a cushy job 'Late Night' is.