Conan O'Brien skipped out on the 40th anniversary of "Saturday Night Live" festivities to make his own history this past weekend.

The "Conan" host and a small crew flew to Havana, Cuba, on Thursday to shoot footage that will air during the March 4 episode on TBS, according to Deadline. O'Brien's show will be the first American late-night series to film in the communist country since the U.S. embargo began in 1962.

Former "Tonight Show" host Jack Paar last visited in 1959 to interview Fidel Castro, which caused much controversy.

President Barack Obama announced in December that he wanted to lift the 54-year embargo and would do so by executive action to "re-establish commercial and diplomatic ties" with Cuba, according to the New York Times. The next month, in his State of the Union speech, Obama asked Congress to start working on ending the embargo as well.

O'Brien will give his audience a "rare glimpse into Cuban daily life," according to Deadline. The 51-year-old comedian has made similar international trips to Ireland, Finland and Toronto.

The extended Presidents Day weekend gave O'Brien the time to fly and shoot the segment ("Conan" doesn't film an episode on the national holiday).

Scott Pelley, the anchor for CBS Evening News, filmed his broadcast from inside Cuba the day of Obama's announcement in December. Brian Williams of "NBC Nightly News" and David Muir of "ABC World News" soon followed his lead by anchoring their own broadcasts from the island in January.