In case you missed the flurry of social media reactions, something quite interesting happened on Conan O'Brien's show last night. With jazz flute in hand, onto the set walked Ron Joseph Aaron Burgundy (Will Ferrell) from Adam Mckay's 2004 comedy 'Anchorman: The Legend of Ron Burgundy.' After a rousing demonstration of his flautist abilities, and some jabs at Conan, Burgundy announced that he and…