During the hours when Jay Leno and David Letterman are on, how many
people are watching television (including all network and cable
channels).  And, how many of the total are watching Leno and how many
of the total are watching Letterman.  Example answer: 20 million
watching TV at the time Leno and Letterman are on.  5 million watching
Leno, 4 million watching Letterman and  11 million watching all other
shows.  And, of course, where did you find this info.  Thanks in
advance.

Nielsen Media Research numbers are generally used to determine who's
watching in what; in what markets; and what the demographics are.

A Google search strategy will yield more news reports on these two
late night shows than you can imagine:
Leno + Letterman + Nielsen

For example, did you know that the average Letterman viewer is 47?

This news report quotes Nielsen as saying that for the final week of
September, Leno (NBC) averaged 5.9 million viewers and Letterman (CBS)
had 4.1 million; another 6.3 million were watching the next two
most-popular shows – though none of the Nielsen numbers that are
publicly available for this week show share (which makes it possible
to track total TV sets that are on).  This is a version of MuziNews
retained in the Google cache for Oct. 5, 2002:
http://216.239.53.100/search?q=cache:6QjyJsONZvoC:latelinenews.com/ll/english/1228510.shtml+Leno+%2B+Letterman+%2B+Nielsen&hl=en&ie=UTF-8

Nielsen bases "share" estimates on their 5,000-home sample to
determine how many people are watching at any one time.  Ratings
points match the percentage of the 106.7 million homes watching, with
a 1.0 corresponding to 1,067,000 homes watching.

Other Google search strategies:
"Nielsen Market Research"

Best regards,

Omnivorous-GA

............but we get Letterman direct into Australia as well as I am
sure other countries do so so if your question is taken as it reads it
must be much more. However I suppose your question was meant to be
about Americans and Americans only although the word was not
mentioned;  and clearly the answerer has seen the word "Americans"
there also where I did not.

 John from Melbourne