Conan O'Brien is spending Presidents Day weekend filming an episode for his TBS late-night show in Havana, making him the first American late-night host to film in Cuba since 1962 when the embargo began, Deadline reported Sunday. The March 4 episode is expected to provide a look at Cuban daily life, according to Deadline. O'Brien's show frequently features road trips including previous episodes in Finland, Ireland, Toronto, Chicago and New York. The last late-night host to feature an episode in Cuba was Jack Paar in 1959, when he famously interviewed Fidel Castro for the Tonight Show. Scott Pelley anchored the CBS Evening News from Cuba following President Obama's December announcement to renew diplomatic relations with Cuba. O'Brien used the holiday weekend, when he does not air an episode, to travel to Cuba for the show.