It wouldn't be accurate to say late night talk show host and tall dude Conan O'Brien is featured in Halo 4 because we've seen no messaging from Microsoft or anybody else repeating that fact. He's a big enough star that landing O'Brien for a cushy Halo 4 role would be something for a company like MSFT to crow about. Instead you'll have to do some hunting for a series of "interesting" conversations between a pair of non-playable characters featured in a certain level of Halo 4's campaign mode.
The scene is you and Cortana are in trouble aboard the UNSC ship Infinity. As you go to the ship's hangar so you can take control of a Pelican, there are a pair of uniquely dressed crew members in the far corner of that hangar. You should go stand near them and wait for them to begin a conversation with each other.
Or, for the extremely lazy and those who don't like following instructions, you can just watch the video clip above to see what you're missing. Or, what you never sought out to begin with. Conan O'Brien and Andy Richter await.