***UPDATE*** Media Matters did some research into O'Reilly's claim that no one on Fox News ever said or promoted the idea that one could go to jail for not having health insurance, and found it wanting. Turns out lots of Fox News guests and shows promoted the false idea.
One example from O'Reilly's own program:
On The O'Reilly Factor, Glenn Beck told O'Reilly you "go to jail" for not having health insurance under bill. From the November 13, 2009, edition of Fox News' The O'Reilly Factor:
O'REILLY: Couldn't they do [liposuction] at the same time [as your appendectomy]?
BECK: No, they wouldn't. No. I don't have universal health care.
O'REILLY: No, let's get -- well, you will soon.
BECK: Or I'll go to jail.
O'REILLY: Are you going to be a conscientious objector to health care?
BECK: You know, this is the first time in history in our country where, just to be a citizen, just to be -- just to not go to jail, you have to buy something.
Many more examples can be found here.
Republican Senator Tom Coburn (Oklahoma) criticized Fox News several days ago for spreading fear and untruths about the new law reforming health care, and Bill O'Reilly was not pleased. He summoned Coburn onto his show last night for a dressing down.
Coburn initially defended his remarks, telling O'Reilly that "constituents that come to my town hall meetings, they routinely and uniformly listen to your network... But the first question, about people being put in jail, she didn't make that up. She'd heard that."
O'Reilly challenged him to name one person on the network who said such things, and Coburn declined to (Glenn Beck comes to mind), eventually telling the host that perhaps he had been "unfair."
O'Reilly rebuked him for using "Fox News as a whipping boy." What seemed to really upset the host is how quickly Coburn's criticism had made headlines, probably because a GOP senator criticizing Fox News is such a rare event.