The show has broadcast from Indianapolis this week, their first time out of New York, and will wrap things up Sunday night with a special live show.
Fallon even revised the "Late Night" opening credits to reflect his home away from home.
He's traded in a 200 seat studio in New York for Indianapolis' spacious Hilbert Circle Theater.
Fallon likens the Circle City visit to a week at camp, and he expects the fun to peak Sunday night.
"It's gonna be a total disaster. I'm gonna freeze up lines. It's gonna be awful," he laughs. "The good news is, you can always cut to commercial."
He's well aware Sunday is likely to give his show its biggest audience ever.
"We just want to entertain everybody, and have everyone who hasn't seen our show before
go wow! That's a great show!" he says.
Fallon's guests for the live show Sunday night, after our late news, include Adam Sandler and
"Saturday Night Live's" Andy Samberg.