Megyn Kelly TODAY is joined by Taylor, Rafael and Matthew, who were homeless as youths and are now featured in the documentary “Shelter.” The documentary focuses on how the New Orleans branch of Covenant House, a shelter that cares for runway, homeless and at-risk youths, helped them change their lives for the better. Megyn is also joined by Jim Kelly, the founder and executive director of Covenant House, who calls the kids he works with “unbelievably brave.”