Host of Fox News Channel's The Kelly File Megyn Kelly called into a special edition of Kilmeade and Friends last night from on the ground in New Hampshire. In addition to giving her insights on the New Hampshire primary and where the candidates will go from here, Megyn told Brian all about her recent late night show appearances. In the past week, Megyn has been a guest on both The Tonight Show with Jimmy Fallon and The Late Show with Stephen Colbert and she gave Brian the scoop about these exciting new experiences, mentioning how funny and kind Fallon was, and how she liked Colbert's more "provocative" interview.

And why does Brian tell Megyn her check will be huge this week?

Listen to the interview here: