Now this was almost a fashion nightmare.
"I don't know if you know this but you actually saved my life once," the Queen's Gambit star told the Late Night host. "So thank you."
Noting that this "true story" was "pretty cuckoo bananas," Anya explained how Jimmy stepped in to help during her first time attending the high-profile event.
"I was wearing a dress that was ridiculously heavy and I couldn't really move. I was just kind of trying to get through the evening and at the end of the night, I'm at the top of the stairs, and the gorgeous Hailee Steinfeld walks past me and has a very complicated, like, three-train thing, and I get wrapped up in it," she said. "And I'm like, 'Oh, I'm going to die. I'm going to die on the steps of the Met, darling.'"
Luckily, Jimmy, 48, was on the scene and caught Anya, 26, before she indeed took a tumble.
"Literally just out of nowhere the hand of god came out and pulled me out of it and it was you," the Menu actress recalled. "And you were just so sweet about it. You were like, 'Hey, I'm Jimmy nice to meet you.'"
Jimmy added, "I do remember that. You were going down."
And the night only improved after that for Anya, sharing that once Jimmy came to the rescue she was happy to have made a friend out of the situation.
As she noted, "You were next to Sarah Paulson and after that my night got much better cause I actually knew somebody there."
(E! and NBC are both part of the NBCUniversal family.)