The Late Show with Stephen Colbert Season 1 Jason Sudeikis; Michael Weatherly from the CBS drama series “NCIS”; Megyn Kelly Season 1, episode 143 Jason Sudeikis; Michael Weatherly from the CBS drama series “NCIS”; Megyn Kelly May 16, 2016 45 min Previous episode Matt Bomer, Zach Woods, Nick Griffin Next episode Anthony Anderson; Eugene Levy & Catherine O’Hara; musical performance by Coldplay