Play of the Day -- Romney's Ash Wednesday

Jay Leno explains why Mitt Romney had ash on his head Wednesday.

New Jersey Gov. Chris Christie and Republican presidential candidate Rick Santorum celebrated Mardi Gras this week.

And famously Mormon Mitt Romney had ash on his head on Wednesday. Why, you ask? Jay Leno has the scoop.

Don't miss today's Must See Moment at 3:20 when Ron Paul, taking inspiration from President Obama singing "Sweet Home Chicago," breaks out some new dance moves: