The Fallon folks posted this photo before the show was filmed:
Late Night’s cold open was filmed right outside of 30 Rock in the rain, and the monologue to an audience of one went about as you’d expect it to.
But Seth Myers showed up to help make light of the Sandy situation.
Dave delivered a similar monologue to an audience of zero.
But Denzel Washington showed up in a raincoat to do his interview, so all was well.