Conan O\'Brien is taking his Los Angeles-based, late-night chat show \"Conan\" on the road and will tape a week of episodes in Chicago, TBS said. The program will be recorded June 11-14 at the Chicago Theatre as part of the cable network\'s Just For Laughs Chicago Comedy Festival. To attend a taping of the show, fans can visit www.teamcoco.com/Chicago and enter an online lottery, TBS said.