This is good for a laugh. Conan takes on a fan and explains how his set's moon can be in front of the clouds. But you don't need to be Phil Plait to see there's an even bigger problem with that moon. Look at how many degrees of sky it covers. It's obviously much closer to the Earth than it should be. So close, in fact, that it might well be within the Roche limit -- the point at which gravity will rip it apart. That means Conan's moon should probably look more like this:
(Art by Alex Schomburg)
I hope they have hardhats handy!