Not that anyone has really thought of the late night stand-up equivalent of an EGOT (someone winning an Emmy, Golden Globe, Oscar, and a Tony), but the damn funny Barry Rothbart is coming close with having done Conan, The Tonight Show, and, just last night, The Late Late Show with Craig Ferguson. Unfortunately, none of the possible acronyms for such a thing have enough vowels and are short enough to catch on.
Watch Barry’s great set from Ferguson here.