Conan O'Brien is once again taking his show on the road... all the way to windy Chicago. For the week of May 9-12, Conan will broadcast from the Chicago Theater. It's not something he does every year. In 1999, Conan went to Los Angeles, but his all-time best trip was to Toronto, Canada in 2003 where Jim Carrey and the Barenaked Ladies made the audiences go nuts. And Triumph the Insult Comic Dog famously became a topic of discussion in the Canadian Parliament when he targeted French-Canadians in a legendary sketch.

When he visits Chicago, what does Conan need to see?