Kyra Sedgwick, who is nominated for an Emmy for The Closer for the fourth time, visited The Tonight Show Monday night. She and her husband Kevin Bacon lost a lot of money in the Bernie Madoff Ponzi scheme, and Conan noted that in The Closer this year, a character very much like Bernie Madoff got killed.
"Did you write the episode?" he asked.
"It was a brutal, messy, messy murder, cut off legs. It was really bad," Kyra said. "No, I did not write the episode and in fact I'm such a dumb blonde sometimes I was like, 'I wonder if this has anything to do...' so it took me a little while."
And that's not the only personal misfortune she has had to relive onscreen."Sometimes my creator has a wicked sense of humor because right after that episode Brenda's cat starts to go down the tubes and my cat had just died," she said. "This is funny, right?" WATCH: