Despite Fox’s kind offer of a free breakfast, a 7.30am start at the filming of their Morning Show did not appeal after the late night in Times Square. Instead, we got out of bed an hour or so later and I headed out to the local store to pick up a copy of the New York Times. To my dismay, the news stand was empty of everything but the New York Post (the local equivalent of the Sun, a copy of which I purchased in 2007 when their headline described the Manhattan steam pipe explosion as a “Midtown Volcano!”).

I tried another store, but to no avail. It soon became apparent that we weren’t the only people who thought that a copy of the New York Times on the morning after America elected its first black President might be a nice keepsake. Fortunately, we had noticed the day before that the New York Times had its headquarters just a few blocks to the north on 8th Avenue, so we headed there in the hope that there would be some copies lying around.

We were greeted with the sight of scores of people snaking around the corner of the block, waiting in line to buy a newspaper. In Britain we seem to have an instinct that drives us toward cynicism on occasions when Americans would react with optimism. It’s what makes us good at satire and Americans good at inventing stuff. We have Ian Hislop, they have Google.

Obama’s victory, at least here on the liberal streets of New York, had awakened an optimism that Bush, Cheney and co had worked hard to suppress. This was embodied by the multicoloured queue forming along 40th Street to buy a $1.50 copy of the New York Times on this historic morning. We joined the back of the queue, which moved remarkably quickly, and bought several copies each.

The Matts and I headed north towards the Ed Sullivan Theatre on 53rd and Broadway, where we were to spend a good chunk of the afternoon as audience members for a filming of the Late Show with David Letterman. As we queued outside in the torrential rain, a man came outside and made us practice laughing. He also ran through the rules, which included no high pitched noises and that we should always err on the side of laughter if we’re unsure about whether a joke is funny or not.

This was a useful policy for them, as Letterman is not very funny. Actually, that’s not fair; David Letterman himself is occasionally funny in the kind of way that might ordinariliy make you smile but probably wouldn’t make you laugh out loud. His guests, on the other hand, were both poor for very different reasons. The first, Tom Brokaw, is a highly-respected journalist who chaired the second Presidential debate and was the interviewer when Colin Powell endorsed Obama. However, these facts are not enough to make the man interesting in himself.

The second guest was Vera Farmiga who had recently starred in The Boy in the Striped Pyjamas. She was heavily pregnant and, by her own admission, a little hormonal.  She was absolutely bonkers and I think they may have cut her interview short, such was her instability,

The rest of the show was made up of the kind of humorous clips that Jon Stewart’s Daily Show does much better, and a bizarre sketch involving planted audience members, during which we were briefly caught on camera.

I think it’s fair to say the British and American senses of humour are quite different. Cutting edge late night satire shouldn’t need a drum roll every time a joke is told; nor should it need an audience indoctrinated to laugh regardless of whether they even got the joke.

I gathered back in Times Square with Neil, John, LJ and Andy. The plan for the evening was to pick up some Broadway tickets from the half price ticket booth built into the back of the tiered seating we had sat on the previous evening. Matt and Matt, meanwhile, would be watching ‘Christmas on Mars’, a film by psychedelic alt rock band The Flaming Lips.

Rather than going to a traditional Broadway show, John had recommended a piece of postmodern theatre he’d seen in Edinburgh called Fuerza Bruta.  It was about as far removed from Les Mis as is possible; for a start, the theatre had no seats and no stage.

We gathered in a dark room with black walls, floor and ceiling alongside perhaps a hundred other people. Loud trance music kicked in and the crowd was parted by stage hands as a giant treadmill rolled into the middle of us. A man in a white jump suit and a ceiling harness swung onto the treadmill and began sprinting. Walls would swing into him and shatter, and at least twice he got shot by an unseen gunman.

That’s how it started. It’s almost impossible to adequately describe the experience, other than to say that about an hour later it had caused scores of sober theatre-goers to rave fully-clothed under a heavy shower of water. At the time, this felt like the absolutely sensible thing to be doing, but only a few minutes later we found ourselves sitting in the bar dripping and shivering. Fortunately, the theatre was on hand to cash-in on our stupidity, selling us promotional tee shirts to delay the onset of our hyperthermia.