Cabin Boy (1994)
When the car pulls up next to Detective Mandy to offer him a ride out of the jungle, the driver asks, "Do you wanna buy a monkey?" in a reference to David Letterman's cameo as the Monkey Salesman in Cabin Boy (1994).
Lorelai suggests it as a Movie in the Square Night contender.
Andy Ritcher (while Conan O'Brien is interviewing actor Chris Elliott) mentions this movie
DVD cover is shown.