I remember Conan O'Brien commenting on women's hair on several occasions. One particular episode that stands out was when he interviewed Lucy Liu about her role in the Charlie's Angels remake. During the interview, he actually had her do the famous hair-flipping move.
I also remember an interview with Julianne Moore where they talked about being part of some kind of exclusive redheaded celebrity club. During that conversation, Conan commented on her hair and even reached over and touched it.
I watched Conan almost every night for decades, and I remember quite a few moments that seemed to border on a hair fetish. Those two interviews are the ones that stand out most clearly in my memory.
Unfortunately, I haven't been able to track down video clips of either incident, but I remember them quite vividly.