“The answer is yes, and I even managed to make it happen one time! I had a weekly late-night show on MTV for two seasons in 2013, with my co-host and friend Nikki Glaser, called Nikki & Sara Live. But I kind of still can’t believe it happened! On September 27, 2004, it was announced that Conan would be taking over for Leno. At the time, I was hosting a biweekly fake late-night talk show in New York City called Sara Schaefer Is Obsessed With You. During the day I was working at a day job that I hated. That morning I read the article online, and I stood up dramatically and announced to my cubicle mates: ‘Hear me now: I will take over for Conan!’ I sat down triumphantly. I had four years to figure it out. How hard could it be? At this point I had never been on TV, never worked a job in the industry, and I had only been doing comedy for three years. I barely knew how to do a joke. I laugh now thinking about it. Of course it didn’t take long for me to realize that NBC had probably already picked Conan’s successor, someone far more famous than I would ever be. Years later, however, I was beyond thrilled to get hired to run the social media platform for this far-more-famous successor, Jimmy Fallon. Okay, so I wasn’t the host, but I worked there! The Secret works! By this time I had gotten wise to the incredibly steep climb of show business, and had pretty much accepted the fact that I was galaxies away from ever hosting my own show. This job would do just fine.
Source : http://www.slate.com/blogs/browbeat/2015/09/29/female_comedians_late_night_dreams_tina_fey_mindy_kaling_retta_and_24_other.html