“Conan O’Brien Must Go” wraps it’s three-episode second season on Thursday with a trip to Austria.

(Pamela Littky / Max)

If we had planned it better (and had the budget for it), this interview with Conan O’Brien would been better suited to happen in Vatican City rather than a Zoom room.

Our conversation coincided with the start of the papal conclave, the hush-hush assembly of cardinals who gathered to elect a successor to Pope Francis, and O’Brien can’t help but reference the event when explaining his slight delay: “Sorry, it took me a second to figure out there was a passcode to get into this secret room,” he says. “It felt like I was joining a conclave.”

“I think you and I should put our own vote in,” he continues. “Why can’t they listen to us? Are you paying attention? Are you rooting for somebody?”

“I’m not rooting for anyone except Stanley Tucci,” I tell him, referring to the actor’s turn as a shrewd and calculated cardinal in last year’s “Conclave.”

“I love that you want Tucci. I love that you blurred the line between reality and drama.” (As we know by now, Cardinal Robert Prevost was elected as the first U.S.-born pontiff, taking the name Pope Leo XIV. Sorry, Tucci.)

Absorbing the scene outside St. Peter’s Basilica alongside thousands of visitors from around the world is the sort of thing O’Brien and his crew might revel in on his Max travel show “Conan O’Brien Must Go.” The series, which will conclude its three-episode second season on Thursday, plays like a video postcard of silly and enlightening adventures as O’Brien travels around the world to meet with fans and experience different cultures. It carries on the tradition from his talk show era of international getaways and blends it with his podcast “Conan O’Brien Needs a Friend.”

Conan O’Brien and Javier Bardem in Season 2 of “Conan O’Brien Must Go.”

(Team Coco / Max)

After venturing to Norway, Ireland, Thailand and Argentina in the show’s debut season, the second landed him in Spain, where hijinx included cuddling with actor Javier Bardem and doing Spanish voice-overs, and New Zealand, where he got lessons from one of Aotearoa’s leading cultural advisors and attempted to break a haka world record with filmmaker and actor Taika Waititi. It culminates with this week’s finale, which was filmed in Austria.

At this moment, he’s not on the go. He is beaming in from his home in Pacific Palisades, which he recently returned to after months of living in a hotel while smoke remediation and other restorative measures took place in the wake of January’s wildfires.

“We were so lucky, crazy lucky,” he says. “We live far enough so that we don’t have that thing where you walk out your front door and it looks like you’re on the moon.”

It’s one reason why the season is truncated: “Initially we were going to do four [episodes], but between my parents passing away and the Oscars and the fires, we just were like, ‘We could do three.’ I hope it doesn’t feel too short to people, but this is what we could do this time around.”

O’ Brien discussed standout moments from this season of “Conan O’Brien Must Go,” which has been renewed for a third season, his plans for his Mark Twain Prize for American Humor and making his feature film debut.

You cuddled with Javier Bardem. You did Spanish voice–overs. You dressed as Freud. You went to the snow globe museum. What moment stood out for you from these trips?

You can’t cuddle with Javier Bardem and wipe it from your memory. Be you man, be you woman — I don’t care which. It doesn’t matter. He crosses over all gender barriers. It was really fun to be in these ridiculous pajamas. A highlight with him is, there’s a scene where we’re eating together in a restaurant and we’re doing improv together. I’ve done improv with all the best improvisers in entertainment, he’s as good as anybody.

I loved being on the hill where Julie Andrews did “The Sound of Music.” And one of our writers, Jose Arroyo, wrote — obviously, you can’t do that song — this song about how we can’t do the song, which I loved and it’s one of the things I love to do, is come close to the thing. Like on the Oscars, do a musical number called “I won’t waste your time” — I love doing the thing and making it about not doing the thing. I have to say, [dressing up as] Freud was a standout, because I think I went a little insane. Sometimes when you put me in makeup and dress me up, I become the thing that I’m pretending to be.

And doing the haka [a traditional dance form of the Māori people] in New Zealand with thousands and thousands of people. I thought we were just going to do it once. As we’re doing it, I’m finding out in real time — because, you know me, when I do something, I do it 110% whether it’s going on “Hot Ones” or dancing the haka, I will put all the dials to 11 — so when I start dancing, I’m going all out and I’ve got Taika and I’ve got this whole crowd with me. Then I realized they’re not stopping. They’re doing it over and over and over again and you can’t stop because you’re in a stadium. When that was done, I felt like I needed to go to the hospital.

Conan O’Brien in lederhosen in the season finale of “Conan O’Brien Must Go,” which has the host traveling to Austria.

(Max)

When you come up that hilltop in the lederhosen, I just thought, “What would Martin Short have to say about these shorts?”

Oh my God, you’re right. Marty Short would have 1,000 jokes about my legs: spam, freckles, pale. He would just be an immediate encyclopedia. I have to make sure that that episode does not air in Toronto, because I think he goes to Toronto for the summer.

A moment that killed me was at the snow globe museum when you asked about that life-size doll on the shelf, and the woman said it’s her father. But that wasn’t the best part. When you asked what his best advice for her was, and she said, to “f— around as much as possible as long as you’re not married.”

What’s fun is it reminds me of that thing that I’ve learned over and over and over again, and it’s one of the things that the travel show takes advantage of, and remotes [on location segments] in general take advantage of: You’re always on the hunt for a mistake. You’re always on the hunt for someone to say something you don’t expect. I couldn’t in a million years script what she said. The doll is so creepy that’s peeking out the window. I think one of the things that I really love about the travel show is I’m curious about other cultures. I’m curious about other people. I’m kind of on a mission to show Americans as humble and willing to be laughed at. But the ultimate treasure is someone saying something awkward or weird that I wasn’t expecting to me; once I get one of those, I’m like Gollum with the ring. I’m like [imitates Gollum voice], “Yes, yes, I can go back to my cave now,” and just “my precious, my precious.”

“Conan O’Brien Must Go” is essentially work trips. But how would your family describe your traveling persona?

I would say my wife, Liza, is the one who wants to be at the airport while they’re still building the plane. If she could, she’d be there days in advance. She’s the one who takes the lead on, “Here’s where we’re staying; I got a guide for this, I got a guide for that.” She is very organized about those things, which is a luxury. On the flight, I don’t sleep that much. My goal is show up in a country and get on their sleep schedule immediately — that I’m religious about. If that means I have to get a coffee enema, I’m getting a coffee enema. I’m going to do whatever I have to do, to stay up and get on their time zone.

I love to just wander. This is where my wife and I disagree — and it will be, eventually, the thing that destroys our marriage — is that she wants to go to the place that has the very best food. “Oh, it’s been written up in all these food magazines.” I don’t care about that. I want to go to the place where you sit outside and you see everybody. I love a tourist trap.

Conan O’Brien on finding a home for his recent Mark Twain Prize: “I’m weird about awards. I tend to put them in a closet. This one’s a little strange because it’s Mark Twain and he’s bare-chested.”

(Pamela Littky / Max)

The show has been renewed for a third season. Are you in the process of narrowing down the places you’ll visit?

Yes, we’re in the process of looking through [locations].

Are you worried about the Trump tariffs? What this will mean of how you’re received or what’s possible?

It’s possible. I went to Haiti during Trump’s first term, after he called them a “s—hole country.” We went there and, at one point, there was a group of men who seemed very hostile; our interpreter said, “They’re not happy. They know you’re American and they’re not happy about you being here.” My instinct is always to go toward the thing and not just, “Get in the van and let’s get out of here.” With my interpreter, we showed them clips of who I am and what I do. We looked at about three minutes of “Conan” clips, and they’re like, “OK, he’s harmless. He seems to have no dignity, so let’s leave him alone.” But it’s a changing world. We’re in a moment right now where we seem to have a leader or a government that’s terrified of the outside world and wants to say, “OK, let’s build a moat and America first.” My instinct is known. I mentioned it in the Twain award speech, but now more than ever, we need to be out there representing our country in a positive way and trying to spread positivity. I’m hoping that we won’t be affected by it, and if we are, if we encounter a hostility, if we encounter difficulty, that will be part of the show. And if it’s not particularly funny, the show can allow for me making an attempt to bridge a gap or make a friend.

Speaking of your speech for the Mark Twain Prize, have you found a spot for the award now that you’re back in your home?

I’m weird about awards. I tend to put them in a closet. This one’s a little strange because it’s Mark Twain and he’s bare-chested. It’s like, what? Why can’t he put on a shirt? I might buy a little shirt for him, a little white suit. I’ll do something. I’ll figure it out. I don’t like a bare-chested Mark Twain, I’m sorry. I think it stops right at the nipple.

Conan O’Brien receives the 26th Mark Twain Prize for American Humor.

(Clifton Prescod for Netflix)

You always look like you’re having fun. Does the work you do now gratify you any differently than it did when you were starting out?

I’ve been thinking about it a lot, and it’s not that I didn’t like what I did before, but you have to meet whatever age you are. You have to meet wherever you are in your life. When I started in 1993 behind a desk in that format, I loved it. It was terrifying at times and there were a lot of difficulties and we almost didn’t make it, but I loved going in there and living in Studio 6A; then I loved the different iterations of the show over the years, and even the brief time I was doing “The Tonight Show.” But then I got to a point where it became clear to me, “I’ve done this for 28 years. I need to go and explore these other things.” Because you can’t stay still. You have to, for lack of a better word, evolve. And there was a nice series of events — trying the podcast, which is now almost six years old, and realizing: Oh my God, I’ve talked to these people before for a total of seven minutes at a time and then I would have to throw to commercial, and the band would play. Now I’m talking to them for 45-50 minutes and it’s magical. That, of course, led to the travel show — also the previous travel shows had shown me that I had a real wanderlust. When you’re at a talk show desk, the idea of going to Geneva and getting into an altercation with somebody at a chocolate bunny factory just sounds amazing. I was doing that even before I had time to do it on the TBS show. And now being able to do it at Max affords us the ability to do it with drones. I love the open of our show because it’s sets just the right tone so solemn and self important and and also vicious towards me. All of that makes me really happy.

How about deciding to act in “If I Had Legs I’d Kick You”? Did it feel like you were pushing yourself out of your element?

I was definitely pushing myself out of my element. When I said yes to the Oscars, it was, “You get one life, try these things.” “Legs” happened because [the film’s writer and director] Mary Bronstein contacted me; she had a script and she said, “Please read the script. It’s an A24 script.” Adam Sandler also called me on behalf of the Safdies [Josh Safdie is a producer on the film] and said [launches into his Sandler impersonation], “Buddddy, buddddy … read the script.” I read the script and loved it. I have no aspirations to be an actor. I tried to talk to Mary Bronstein; I said, “You could get a real actor.” And she was like, “I’m telling you, I envision you doing this.” To her credit, she was tough. She said, “I’m going to come out to L.A. and I’m going to work with you.” And she trained me. It was like a “Rocky” montage. She would work with me. She would ask me, “Who is this character? Let’s dive deep on this character. Let’s rehearse these lines.” Then on set, she is such an impressive person, Mary. And I have to say, who isn’t in love with Rose Byrne? When I heard Rose was doing it, I was a little intimidated because I think she is a stellar actor. I realized all my scenes are with Rose, and they can get pretty intense. I don’t want to let her down. I have to be a good scene partner for Rose Byrne. I was scared. And there’s no audience. It’s not my show. It’s not me being me. I’m a very different person. I even look different. I saw the film and I think they did an amazing job. I’m so proud of Rose and Mary.

The night before your first day of shooting, could you sleep? Do you get stage fright?

I could sleep, but I will tell you … it was shot on a location in what might actually be a therapist’s office; very small room on the Upper West Side. There’s a lot of fussing around. Then everyone leaves the room and they shut the door, and it’s just me with Rose; and you hear way down the hall, “Action!” And the first time around, I was in my head. I knew it wasn’t good. But to her credit, Mary came back in and she was like, “Great, great, great.” And she said the subtlest thing. She didn’t say, “Conan, what the hell! I’ve made a mistake.” She just said, “On this next one, just a little more this way.” I realized, “Oh, you get a couple of chances.” She gave me a good note. By the second time, third time and the fourth time, I just wasn’t thinking about it. I was not in my head. I was just doing it.

You’re returning to host the Oscars; this time you have a little bit more runway. Do you have a sense of when you’ll start prep?

You really can’t get the room together and fully up until early January, just because that’s when you have the budget to really bring the writers in and everything. We need to wait to see what comes out — what’s the narrative? Who are the players? But I know me, I will start the process before we officially start the process. One idea is that I have radical facelifts now, so that people when I walk out in the next calendar year as the Oscar host, I want there to be an audible gasp from the audience, like, what has he done? I mean, I’ve got injections, fillers, things are pulled back, things are misaligned. Hairline is down, eyebrows are gone.

Or you can come out as Freud.

And psychoanalyze all the movies on a Freudian level. Hey, you’ve got good ideas. If you want in, I’ll get you in. You can give us some ideas.