Jimmy Fallon, Writer: Late Night with Jimmy Fallon. Jimmy Fallon was born in 1974 in Brooklyn, New York. He was raised in Saugerties, New York, which is in upstate New York. He's since done stand up, impressions and characters across the country, in some of the biggest comedy clubs, such as the Improv (in Los Angeles) and Caroline's Comedy Club (in New York City). He also took acting classes with The Groundlings, an LA-based breeding ground for ...