Jost told Fallon Tuesday about a Christmas party he attended a while ago at Murray's house. Jost and a friend wandered around the house until they came across a box.
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"We looked in the box and there was all these photos of Bill Murray and Richard Pryor together. It's Richard Pryor like putting Bill Murray into a headlock," Jost told Fallon.
"It was such a cool photo and there were like 10 of them. It truly looked like he was throwing them away I swear to god and I was like, 'He's not going to miss one of the 10 that he's throwing away, right?'" he continued.
"It felt like not stealing, it felt like one man's trash is another man's treasure," Jost concluded.
Jost also discussed how staying indoors with Johansson is the longest time they have consistently spent time together.
"We've been together for about 120 days which beat our previous record of, I think, five," Jost said before he started laughing.
Jost's memoir titled A Very Punchable Face, was released on Tuesday.
Moments from Scarlett Johansson's career
Scarlett Johansson takes a photo with fans at the Toronto International Film Festival premiere of "Lost in Translation" at the Elgin Theater in Toronto, on September 5, 2003. Johansson went on to win the BAFTA award for Best Performance by an Actress in a Motion Picture - Comedy or Musical for her role in "Lost in Translation." Photo by Christine Chew/UPI | License Photo
Cast members Tom Kenny (L) and Johansson arrive at the premiere of "The Spongebob Squarepants Movie" in Los Angeles on November 14, 2004. Photo by Francis Specker/UPI | License Photo
Johansson was nominated for Best Performance by an Actress in a Motion Picture for her role in "A Love Song for Bobby" at the Golden Globe Awards in Beverly Hills, Calif., on January 16, 2005. Photo by Jim Ruymen/UPI | License Photo
Michael Bay (L) and Johansson arrive for the premiere of "The Island" in New York on July 11, 2005. Photo by Laura Cavanaugh/UPI | License Photo
Johansson (L) laughs with Harvard senior and Hasty Pudding Theatrical cast member Josh Brener at the start of the 2007 parade in Cambridge, Mass., on February 15, 2007. Johansson was awarded the Woman of the Year by Harvard University's Hasty Pudding Theatrical group. Photo by Matthew Healey/UPI | License Photo
Johansson attends the premiere of "The Other Boleyn Girl" in London on February 19, 2008. Photo by Rune Hellestad/UPI | License Photo
Johansson attends the premiere of "Vicky Cristina Barcelona" in Los Angeles on August 4, 2008. Johansson had starred in two other Woody Allen films around that time, "Match Point," and "Scoop." Photo by Jim Ruymen/UPI | License Photo
Left to right, cast members Samuel L. Jackson, Johansson and Gabriel Macht attend the premiere of "The Spirit" in Los Angeles on December 17, 2008. During promotion of the film, a snotty tissue Johansson used was being auctioned for charity. Photo by Jim Ruymen/UPI | License Photo
Johansson poses with her award for Best Performance by a Featured Actress in a Play for her debut performance in "A View from the Bridge" at the Tony Awards in New York City on June 13, 2010. Photo by Joe Corrigan/UPI | License Photo
Johansson presented at the Golden Globe Awards in Beverly Hills, Calif., on January 16, 2011. Photo by Jim Ruymen/UPI | License Photo
Johansson attends the premiere of "The Avengers" in Los Angeles on April 11, 2012. She stars as Black Widow. Photo by Jim Ruymen/UPI | License Photo
Johansson sits next to her star during an unveiling ceremony honoring her with the 2,470th star on the Hollywood Walk of Fame in Los Angeles on May 2, 2012. Photo by Jim Ruymen/UPI | License Photo
Johansson speaks at the 2012 Democratic National Convention in Charlotte, N.C., on September 6, 2012. Photo by Kevin Dietsch/UPI | License Photo
Joaquin Phoenix (L) and Scarlett Johansson attend the screening of the film "Her" during the Rome International Film Festival in Rome on November 10, 2013. She took home the Best Actress award for her role in "Her." Photo by David Silpa/UPI | License Photo
Cast members of "Captain America: The Winter Soldier" including, left to right, foreground, Anthony Mackle, Johansson, Chris Evans and Samuel L. Jackson, attend the premiere in Los Angeles on March 13, 2014. Photo Jim Ruymen/UPI | License Photo
Johansson presented at the Academy Awards in Los Angeles on February 22, 2015. Photo by Kevin Dietsch/UPI | License Photo
Johansson arrives for the MTV Movie Awards in Los Angeles on April 12, 2015. Photo by Jim Ruymen/UPI | License Photo
Chris Evans (L) and Johansson sign autographs for service members during the USO Holiday Tour at Incirlik Air Base, December 5, 2016. Johansson hadjoined a USO tour in 2008. Photo by Dominique A. Pineiro/DoD/UPI | License Photo
Johansson arrives on the red carpet for the Academy Awards in Los Angeles on February 26, 2017. Photo by Jim Ruymen/UPI | License Photo
Johansson attends the world premiere of "Ghost in the Shell" in Tokyo on March 16, 2017. Photo by Keizo Mori/UPI | License Photo
Johansson wore a red Marchesa dress with an off-shoulder neckline and floral embellishment at The Metropolitan Museum of Art's Costume Institute Benefit "Heavenly Bodies: Fashion and the Catholic Imagination" at Metropolitan Museum of Art in New York City on May 7, 2018. Photo by John Angelillo/UPI | License Photo
Johansson won the award for Best Female Movie Star of 2018 for "Avengers's: Infinity War" during the E! People's Choice Awards in Santa Monica, Calif., on November 11, 2018. Photo by Jim Ruymen/UPI | License Photo
Johansson attends the premiere of "Avengers: Endgame" in Los Angeles on April 22, 2019. Photo by Jim Ruymen/UPI | License Photo
Left to right, Chris Hemsworth, Chris Evans, Robert Downey Jr., Johansson, and Mark Ruffalo participate in a hand and footprint ceremony immortalizing them in the forecourt of the TCL Chinese Theatre in Los Angeles on April 23, 2019. Photo by Jim Ruymen/UPI | License Photo
Johansson attends the premiere of Netflix's "Marriage Story" at the Venice Film Festival on August 29, 2019. Photo by Rune Hellestad/UPI | License Photo
Johansson and fiancé Colin Jost attend the Golden Globe Awards in Beverly Hills, Calif., on January 5, 2020. Johansson was nominated for Best Actress in a Drama Film for her role in "Marriage Story." Photo by Jim Ruymen/UPI | License Photo
Johansson was nominated for Outstanding Performance By A Female Actor In A Leading Role for her role in "Marriage Story," as well as Outstanding Performance By A Female Actor In A Supporting Role for her role in "Jojo Rabbit" at the SAG Awards in Los Angeles on January 19, 2020. Photo by Jim Ruymen/UPI | License Photo
Johansson was nominated for Best Actress for her role in "Marriage Story" at the British Academy Film Awards in London on February 2, 2020. Photo by Rune Hellestad/UPI | License Photo
Colin Jost (L) and Johansson arrive for the Academy Awards in Los Angeles on February 9, 2020. She was nominated for Best Actress for her role in "Marriage Story" and Best Supporting Actress for her role in "Jojo Rabbit." Photo by Jim Ruymen/UPI | License Photo
