Of course, a lot of people didn't see it there, either, since during his Oswalt interview host Conan O'Brien actually instructed viewers to change the channel so they could watch David Letterman's final episode of The Late Show.
According to Conan O'Brien, Oswalt played the companion role to the Doof Warrior, a stand-up comic who amps up the War Boys.
You can check it out below.
Mad Max: Fury Road is in theaters now.
Conan airs on TBS Monday through Thursday at 11 p.m. ET/PT.