The former "Daily Show" correspondent interviewed Keith Alexander—who was, until very recently, the head of the National Security Agency—for the first episode of his new HBO show, "Last Week Tonight." Alexander's last prominent media appearance came in December, when the venerable CBS program interviewed him at length. "60 Minutes" was heavily criticized for its softball treatment of Alexander and the NSA, whose assertions about its surveillance programs were almost completely unchallenged by interviewer John Miller.