Connie Chung interviewed Brando in September 1989 and aired it on her show "Saturday Night with Connie Chung" on October 7. Five months later, on March 24, 1990, she presented an expanded version of the interview, shared here in full.
Preceding the interview is a clip from Chris Elliott on "Later with Bob Costas, December 23, 1991.
Dave's reaction to Marlon's impression here:
https://youtu.be/GmpR-QniFW8
Full Costas interview here:
https://youtu.be/vnv5au4r_Kw
Full Chris as Marlon Brando here:
https://www.youtube.com/watch?v=6IjL-lxDXSk