On the first show, Steve opened with "This show is going to go on forever." He was referring to the show's length (at the time) of an hour and forty minutes, but with the show lasting +60 years many TV people like to joke that Allen was psychic.
Jack Paar (1957-62)
Jack quit on-air during an episode because NBC disliked a joke he made using the abbreviation "WC", which can stand for "Water Closet" (bathroom) or "Wayside Chapel", to the point of airing a news report over said joke. Before leaving, Jack said "I am leaving The Tonight Show. There must be a better way of, uh, making a living than this." His announcer Hugh Downs was forced to finish the show himself. A month later, Jack returned with the explanation "As I was saying before I was interrupted... When I walked off, I said there must be a better way of making a living. Well, I've looked... and there isn't."