Fallon remembers turning to the veteran late-night host while still an SNL cast member after the Sept. 11 attacks.
That’s when he knew: the show must go on.
“I remember this.

Credit: NBC; John Paul Filo/CBS via Getty Images
I’m paraphrasing,” Fallon told Stern.
“There’s only one requirement in any of us and that is to be courageous.
Courage defines all human behavior.
I’ve been around long enough.
I think pretending to be courageous is just as good as the real thing.”
Fallon remembered the moment while discussing his transition to working from home.
“It was just a bizarre time.
it was just so weird.
I feel the same weirdness now,” he said.
“I remember watching Letterman,” he said.
“He was out there doing the show.
We didn’t know what to do, can we laugh or do anything?”
“Can we be funny?”
Lorne Michaels asked Giuliani on the show.
“Why start now,” Giuliani quipped, lifting the weight off the shoulders of everyone watching.
“I Zoomed all my producers.
I said, ‘We’ve got to do something.
I’m going to do something.
I’m going to put on a show.'”
Watch the video of Fallon above,and see more clips of Fallon on Stern here.