• Conan O'Brien

Conan O'Brien (Photo : Reuters)

Talk show host Conan O'Brien, who was a writer for the "Saturday Night Live" show in the late 1990s, did not appear on the "SNL" 40th anniversary special gala night.

Apparently, O'Brien  was in Cuba for the Presidents Day weekend shooting segments for his TBS talk show "Conan," according to Variety.

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The Cuba-based episode is believed to be a part of the restoration initiative of international relations between the United States and Cuba. Scheduled to air on March 4, the episode is also said to give viewers "a rare glimpse into the daily life of Cuban people."

In December 2014, President Barack Obama announced a restoration of international relations between the U.S. and Cuba, which will include opening an embassy in the Cuban capital city Havana and loosening travel restrictions.

In January, it was announced that the first full musical to be put on in Cuba in 50 years will be a production of "Rent" with the Cuban National Council of Performing Arts.

Being part of the restoration initiative, O'Brien has now become the first talk show host to shoot in Cuba. He is known for shooting his special episodes traveling to different parts of the U.S. as well as to other countries. Previously, he visited Ireland, Finland, and Toronto besides many U.S. cities such as New York, Chicago, Dallas and Atlanta.

Due to the President's Day holiday, O'Brien chose this weekend to shoot in Cuba as it is going to give him much needed time to finish the segments, TV Web has learned.