The Late Show with Stephen Colbert Season 1 Anthony Anderson; Eugene Levy & Catherine O’Hara; musical performance by Coldplay Season 1, episode 144 Anthony Anderson; Eugene Levy & Catherine O’Hara; musical performance by Coldplay May 16, 2016 45 min Previous episode Jason Sudeikis; Michael Weatherly from the CBS drama series “NCIS”; Megyn Kelly Next episode Josh Gad; Gillian Jacobs; musical performance by Band of Horses