Y'know, it's not like Conan's crew were forced to move to LA with him. I'm sure it meant their pay went up a little bit, but I'm willing to bet anyone who wanted to stay in NY didn't have much trouble finding a new job. As for the writers, years of experience and an Emmy on Conan's acclaimed Late Night show probably goes a hell of a long way, and I'm sure a lot of the rest of the staff could have easily gone to another show. Hell, Late Night with Jimmy Fallon was starting almost immediately, I'd bet there were opportunities to switch to Jimmy if they wanted to stay in NY.
I'm willing to bet most of the people who went to LA with Conan, after working for him for so long, came to share his Tonight Show dream. I'm pretty sure his pride and ambition trickled down and was a big motivator for the whole operation.
Plus, if anyone's life is really that screwed, I'm sure Conan will try to pull some strings. Between the genuine (a word Leno doesn't seem to know) friendships he has with major players in the comedy world and all the general comic good will he's gained by standing his ground, his guys don't need to worry. They won't get steady paychecks like they used to (for a while), but I don't think Conan's going to let any of them live on the street.