This article is from the Conan O'Brien FAQ, by Joseph Gebis firstname.lastname@example.org with numerous contributions by others.
You can get tickets by writing to:
30 Rockefeller Plaza
New York, NY 10112
Three hundred tickets are also distributed to a mailing list of
hotels and universities in Manhatten. Check at your hotel lobby or
student union to see if your building receives these comp tickets.
Here's the official info from NBC:
Individuals interested in obtaining tickets to "Late Night with Conan
O'Brien," which tapes Tuesday through Friday from 5:30 - 6:30 PM at NBC's
studios in New York, should mail a postcard with their name, address and
daytime phone number to "Late Night Tickets," c/o NBC, 30 Rockefeller
Plaza, New York, New York, 10112. The wait list is about one month, and
ticket office personnel will do their best to accommodate specific
requests. The ticket office does take group reservations for tickets over
the phone and for individuals turned away from a taping due to the large
audience turn out.
Tickets can also be obtained by coming to the NBC Main Hall information
booth at 30 Rockefeller Plaza at 9:15 AM and picking up either general
admission tickets or standbys for that night's taping, depending on how
heavily booked that evening's show is. Standbys are given out on a first
come, first served basis, and only one per person. Standbys do not
guarantee admission, but our staff does its best to accommodate as many
people as possible.