Gary Oldman on Jay Leno's Tonight Show, 2001
Didn't see it before but someone uploaded it a few days ago.
He's got good moves
https://www.youtube.com/watch?v=LhgZjm7FqBU
It's not the full show though, there are pictures of Gary and Steve Zahn on the same show.
Gary Oldman Web http://twitter.com/GaryOldmanWeb