By opening its doors to American fugitive Edward Snowden and cracking down on gay rights, Russian President Vladimir Putin is slipping into “a cold war mentality,” underlying the challenges that are plaguing U.S.-Russian relations, President Obama said late Tuesday in a wide ranging interview in Los Angeles on The Tonight Show With Jay Leno.

Sitting side-by-side in the studio with Leno, the president spoke about everything from the Affordable Care Act and NSA surveillance to the economy, his relationship with former Secretary of State Hillary Clinton and the death of Trayvon Martin.

The president also spoke about the latest terror threats that have led to embassy closures in the Middle East and the evacuation of some U.S. personnel from Yemen, But Russia and surveillance loomed largest over the conversation as the president weaved back and forth between his concerns about the upcoming Olympic winter games in Sochi, and Putin’s decision to grant temporary asylum to Snowden, the former CIA officer and NSA leaker.

Obama repeatedly tried to assure viewers that the U.S. government had not encroached on the privacy of citizens even as the NSA conducts vast surveillance programs that sweep up email and phone calls data from millions of Americans. America does not “have a domestic spying program,” he said, but described it rather as intelligence gathering as “a critical component” for a counter-terrorism program. Still, he said he had concerns of his own about the program early on.

‘What we do have are some mechanisms where we can track a phone number or an email address that we know is connected to some sort of terrorist threat, and, you know, that information is useful,” Obama said. “But, you know, what I’ve said before, you know, and I want to make sure I repeat and that is we should be skeptical about the potential encroachments on privacy. None of the revelations show that the government has actually abused these powers, but they are pretty significant powers.”

Obama had not discussed these programs before aspects of the NSA’s work was revealed by Snowden to The Washington Post and The Guardian newspaper in June. Snowden fled the United States first to Hong Kong and then to Russia where he remains despite demands by the U.S. government for Snowden’s return to face charges of espionage.

“I was disappointed because, even though we don’t have an extradition treaty with (Russia), traditionally we have tried to respect if there’s a law breaker or alleged law breaker in their country, we evaluate it, and we try to work with them. They didn’t do that with us, and in some ways it’s reflective of some underlying challenges that we’ve had with Russia lately,” Obama said.

Although Russia has made strides towards assisting the U.S. government in counter-terrorism work, “there have been times where they slip back into Cold War thinking and a Cold War mentality,” Obama said. Obama said he would attend the this September’s international G20 summit in Saint Petersburg. But the White House made clear early Wednesday that Obama would not hold a bilateral meeting then with Putin, a strong signal of displeasure with his Russian counterpart.

Leno also asked the president about Russia’s recent crackdown on gays, comparing the country’s treatment of homosexuality to the way Nazi Germany persecuted Jews. Obama said he has “no patience for countries that try to treat gays or lesbians or transgender persons in ways that intimidate them or are harmful to them.”

“I think Putin and Russia have a big stake in making sure that the Olympics work, and I think that they understand that for most of the countries that participate in the Olympics we wouldn’t tolerate gays and lesbians being treated differently. They are athletes. They are there to compete.”

Russia has said that the anti-gay laws will be enforced during the 2014 Winter Olympics in Sochi, which have sparked protests and demonstrations for boycotting the Games. “If Russia wants to uphold the Olympic spirit, then every judgment should be made on the track or in the swimming pool or on the balance beam and people’s sexual orientation shouldn’t have anything to do with it,” Obama said Tuesday evening.

Despite recent terror threats that closed nearly twenty U.S. embassies over the weekend, Americans should still feel free to travel abroad, as long as they were “prudent,” Obama said. “The odds of dying in a terrorist attack are a lot lower than they are of dying in a car accident.”

Obama spoke openly about the risks the country still faces from al-Qaeda and responding to recent threats by shutting diplomatic posts this week in the Middle East. “It’s a reminder that for all the progress we’ve made, getting (Osama) Bin Laden, putting Al-Qaeda in between Afghanistan and Pakistan back on its heals,” ”this radical, you know, violent extremism is still out there, and we’ve got to stay on top of it.”

As commander in chief, Obama said: “One thing I have tried to do as President is not overreact, you know, but make sure that as much as possible the American people understand that there are genuine risks out there.”

A lighter moment came when Leno asked about the president’s recent lunch with his former rival and former Secretary of State Hillary Clinton. “You and Hillary had lunch…who invited who to lunch? I’m curious,” Leno asked.

“I invited her and we had a great time. She had that post administration glow. You know? When folks leave the White House like two weeks later, they look great,” Obama said.

Leno jokingly asked if Clinton “measured the drapes,” while she was at the White House last week, suggesting that she can hardly wait to become his successor. ”Keep in mind she’s been there before,” Obama reminded Leno. “She doesn’t have to measure them.”

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Obama also touted his health care law on the show, addressing the benefits of his signature legislation.

“People are going to be able to sign up for health care if they don’t have health care,” the president said. “If you do have health care, you don’t have to do anything, the only thing that has happened for people who have health care right now is you’re able to benefit from the fact that we put in place a law so insurance companies will have to spend 80% of your premiums on healthcare.”

Here in California it’s estimated it will be 20-30% cheaper than what you’re already getting and we’ll give you subsidies, tax credits essentially, if you still can’t afford it. So you can go to healthcare.gov and right now you can start pre-registering, essentially, and start figuring out ‘is this plan right for you?”

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Leno told the president he’d spoken eloquently about the death of Trayvon Martin. “I could tell you were speaking from the heart,” he said. “Tell me about that.”

“Well, I think all of us were troubled by what happened,” President Obama said about Martin’s death. “Any of us as parents can imagine the heartache that those parents went through. Now it doesn’t mean Trayvon was a perfect kid, none of us were – as we were talking offstage – when you’re a teenager, especially a teenage boy, you’re gonna mess up. And you won’t always have the best judgment.”

He told Leno that he spoke about the case because he “wanted to try to explain why this was a particularly sensitive topic for African-American families because a lot of people who have sons know the experience they had of being followed and being viewed suspiciously… We all know young African-American men disproportionately have involvement in criminal activities and violence for a lot of reasons…. And that’s no excuse but what we also believe in is people, everybody, should be treated fairly and the system should work for everyone. And so what I’m trying to do is just make sure that we have a conversation and that were all asking ourselves ‘are there some things we can do to foster better understanding’ and to make sure we don’t have laws in place that encourage the kind of violent encounter that we saw there that resulted in tragedy.”

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Tuesday’s visit was Obama’s sixth appearance on the program and his fourth as president. The format has long been seen as a way for presidents and candidates to reach a wider audience in a more relaxed setting. Known for dusting off his neighborly, regularly-guy image, Obama has talked about signature brews at the White House on The Late Show with David Letterman, joked around on The Daily Show, discussed his marriage with Michelle Obama on The View, danced with host Ellen DeGeneres on Ellen, and slow-jammed the news on Late Night with Jimmy Fallon. Obama’s slow-jam quickly became a viral sensation, and along with his appearance, his message to Congress about student loan interest rates took off.

A 2012 Pew Research poll found that those under 30 traditionally obtained campaign news from the internet and cable news networks. But the next most common sources for younger Americans were local television news and late night comedy shows; 15% of people 18-29 used late-night comedy shows as a source of news, largely proving that Obama’s messaging during both campaigns resonated with a wider electorate.