Plot: Dave does a mini-rant on the all-nude, NYC cable access show, ""Interludes After Midnight;"" ""People Who Won't Be On The Show"" goes awry because it's ""dog night"" in the control room; Dave crashes the set of ""Live At Five,"" and Marv Albert's interview with Wayne Gretzky (anchors Jack Cafferty and Sue Simmons and weatherman Al Roker are briefly seen); Connie Chung disappoints the audience by refusing to do impersonations; another look at the Mayfair House hotel in Coconut Grove, Fl. ; Wayne Gretzky brings his Pro Stars breakfast cereal