EXCLUSIVE: Here’s the latest twist to the Conan O’Brien odyssey. Getting shoved out of his TV dream job as Tonight Show host is going to make him a movie star. I’m told that early talks are underway to give documentary feature treatment to O’Brien’s 30-city live comedy/music revue, which is called “The Legally Prohibited From Being Funny on Television Tour.” Planning is just getting underway, but I’ve heard that Media Rights Capital has already had conversations about coming aboard as financier. Rodman Flender is in talks to direct.

Making a film doesn’t violate the terms of O’Brien’s split from NBC, which gave him directly a $33 million severance package to vacate the Tonight Show hosting chair and stay off the air until the fall. Reports say he is getting close to signing a deal with Fox, one that could be announced as quickly as upfronts. But there might be other surprise moves for the chat host, so don’t dress for the Fox launch just yet.,

O’Brien got the live show started as a way to help his staff of about 40 keep busy and employed. NBC gave up an extra $12 million for the staff. Considering that the staffers uprooted their families and pulled their kids out of schools in New York and moved them across the country — only to see NBC end Conan’s Tonight Show run after only seven months, they deserve whatever extra gig they can get until O’Brien resurfaces behind a desk for another network.

In New York, the tour hits Radio City Music Hall and Madison Square Garden in June, venues that sold out quickly. Hey, maybe Conan will return to Gotham when he lands the next job. Things were going great for him until he left.