Does anybody know this?

This may sound stupid, but when I can't remember something, it bugs me. There was a skit on tv one time where 2 guys were outside a burning house. I think it may have been Conan or Leno or someone like that with another celebrity male. The celebrity said their cat was still in there, but when leno or conan went inside, he said there wasn't a cat. Then the house blew up. It may have been something on snl...not sure though. Does this sound familiar to anybody? Thanks for your help!