Some kind soul has posted a whole bunch of older Lucy interviews (29 of
them) on YouTube. Unfortunately they haven't listed from which show the
interviews were from. Most of the older Lucy fans would know but not
newer fans.
http://www.youtube.com/user/khaoxena#p/u
You may want to look at the Lucy Interviews section on AUSXIP and
compare the screencapture to the video to make it easier to find where
the interview is from.