Mary J. Blige admits to being a mile-high club member. Ralph Fiennes walks out in PJs and giant slippers. A "Real Housewife” talks about her fling with Gerard Butler. Why do so many celebrities on the Bravo talk show “Watch What Happens Live” say and do things they wouldn’t on Leno or Letterman? The answer might have something to do with the on-set bar (and most guests do partake). Or maybe host Andy Cohen is just so amiable and self-deprecating that guests instantly want to become his new BFF.