Jimmy Fallon and Conan O'Brien Jimmy Fallon and Conan O'Brien

To celebrate his one-year anniversary on TBS, Conan O'Brien brought his late-night show to New York for his first broadcast from the Big Apple since he left Late Night in early 2009. And nearly 3,000 screaming fans were on hand at the Beacon Theater to give him a warm welcome.

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"I have not heard applause like that since they announced I was leaving New York," O'Brien joked at the top of his monologue.

O'Brien then turned his attention to the members of the audience, many of whom were dressed in Halloween costumes. Not surprisingly, more than a few fans were dressed as O'Brien. "I see a lot of Conan costumes," he said. "Hey, at least you can take yours off! I'm trapped in this!"

O'Brien, who now tapes Conan in Los Angeles, continually repeated his love of New York City, and both of the episode's pre-taped bits celebrated the city. In the first, O'Brien spent the day working as a delivery boy at a Chinese restaurant with mixed results. His first delivery customer refused to accept food from him for fear of being on camera. Later, Conan couldn't find the address he was delivering to, so he gave the food away to people on the street. (He then replaced the takeout food that he'd given away with Thai soup, but the customers quickly forgave their famous delivery boy.)

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A second pre-taped bit saw O'Brien donning a disguise in order to visit some of his old friends at NBC without making it "too awkward." So, with the aid of a fake mustache and some sunglasses (Conan first remarked that he looked like a "hipster pedophile" and later the Unabomber), he blended into the audience at the Today Show in Rockefeller center.

The New York City love continued with a battle to the death between the Empire State Building and a Scientology book store — aka "the best building L.A. could come up with."  (The Empire State Building easily won.)

Then New York City Mayor Michael Bloomberg turned up to administer a New York citizenship test.  Sample question: What's Derek Jeter's greatest accomplishment? Conan's (correct) answer: Minka Kelly.

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O'Brien's first guest of the week was Jimmy Fallon, who succeeded O'Brien as the host of Late Night. Fallon offered up a "winning" impression of Charlie Sheen, and took a few moments to plug his new Ben & Jerry's ice cream flavor, which the audience sampled after the show. (Sadly, this reporter was a little late to the sample line, but it sounds delicious.)

Both Fallon and musician/comedian Reggie Watts, who opened for Conan during his nationwide tour last year, performed rousing musical numbers. Watts did a fitting rendition of "The Boys Are Back in Town" while Fallon performed a "Halloween Song" that was really a celebration of America that included a huge American flag and red-white-and-blue-clad baton twirlers.

During some commercial breaks, O'Brien ventured out into the audience to sign autographs, pose for pictures and even give out a few hugs. During others, he danced around the stage and pretended to box announcer/sidekick Andy Richter.

At one point late in the show, O'Brien removed his jacket to cool off, only to discover some noticeable pit stains. He turned to share his embarrassment with the audience, but the Team Coco crowd simply roared with more applause.

Only in New York.

Conan airs weeknights at 11/10c on TBS. What did you think of O'Brien's fist show back in the Big Apple?