I used toWeed Beer What’s In Your Nana’s Candy Dish Shirt at one of these shows. I wouldn’t say the guests rehearse the stories with the host, but the producers do pre-interviews with almost all guests and, if the guest doesn’t go spontaneous, the on-air convo would match the pre-interview pretty closely. I think he has good researchers so he knows what story the celeb will tell but hasn’t briefed them beforehand.
He sets up theWeed Beer What’s In Your Nana’s Candy Dish Shirt but sometimes needs to prod the guest a bit to get them to tell it. I think they check with their / manager/ personnel first – like “Can we make this joke about Daniel Redcliff looking like a dame from history, or will he throw a glass?” and then their people yes/no it. Same with the photos/ etc.
He loved going offWeed Beer What’s In Your Nana’s Candy Dish Shirt and you could tell some guests were feeling awkward because it was becoming an unscripted conversation and largely ignored what they were trying to promote. This is Norm Macdonald’s entire MO whenever he goes on any talk show. His appearances on Conan are legendary for this.