Dockery and Fallon took turns on Tuesday complaining about Oreo Thins, air mattresses, airline passengers, how beautiful Jennifer Lopez looks in the film Hustlers and bees in the most proper way possible.
Each insult was ended by Dockery or Fallon slapping the air with a white glove while proclaiming, "How dare you!"
"If I had a predilection for sleeping inside of a bouncy castle, I would spend the night inside a Chuck E. Cheese. You are good at neither holding air, nor being a mattress. You leave me bone-weary," Dockery said about air mattresses.
The actress said that Middleton came to the show's set and watched her rehearse a scene.
"This is probably what it felt like for a court jester back in the day performing for the royals," she said about the experience. "But she was just, of course, so charming and gracious and beautiful."
The Downton Abbey movie will be in theaters on Friday.