The British comedian revealed the hilarious last-minute precaution he was so glad he took before interviewing Dick Cheney for an episode that aired this year, in which he got the former vice president to sign a waterboard kit.
Cohen also explained why he armed himself with a bulletproof clipboard for another prank, and trained with the FBI ahead of his sit-down with former footballer and ex-con O.J. Simpson.
Check out the interviews above and below:
And watch Cohen leaping back into character as Borat to prank supporters of President Donald Trump here.