Shannon, best known for her run on "Saturday Night Live," recently succeeded Tony winner Katie Finneran in the role of Marge MacDougal, the bar-hopping floozy who shares a memorable scene and song with Chuck Baxter (Sean Hayes). Kristin Chenoweth and Tony Goldwyn costar in the musical, currently playing at The Broadway Theatre.
To watch Shannon chat with fellow "SNL" vet Fallon, look below: