Stephen Colbert Recalls Being Followed While Filming 'Late Show' in Russia

He told Conan O'Brien on Monday that his trip to the country was "a little spooky."

Stephen Colbert dropped by Conan on Monday to kick off the latter's week of shows from Harlem's Apollo Theater. 

Colbert, who was returning the favor after Conan O'Brien appeared on The Late Show last month, made quite the entrance, strutting onstage with a harpoon he found backstage.

Fans of Colbert's show will recall his trip to Russia for "Russia Week," which aired in July. A notable segment followed Colbert as he investigated the origins of what he dubbed "the Pee Pee Tape." The tape in question allegedly shows President Donald Trump watching prostitutes urinate on a bed, as described in the now-infamous Trump dossier released by BuzzFeed in January. In July, the show aired a Cribs-style clip of Colbert touring the presidential suite at the Ritz-Carlton in Moscow, where the activities allegedly took place.

After telling Colbert that it was a pleasure to have him on the show (he joked that the other late-night hosts "are assholes"), O'Brien asked about Colbert's trip. "[It was] a little spooky," Colbert recalled, explaining that he wanted to go there specifically to learn more about possible Russian involvement in the election, as well as the infamous tape.

O'Brien quipped, "We used to have classier scandals: Teapot Dome and Watergate. And now we have Pee Pee Tape."

Explaining that he had to "give the people what they want," Colbert decided to rent a room at the Ritz-Carlton to investigate further. "I went over there and I looked at it, and it's totally believable," he joked. 

He said that he was warned that he would be under surveillance during his stay. "They said, just know that they're going to see you constantly. So I was naked all the time, just buck-ass naked doing downward-facing dog all the time," he joked. The late-night host also explained how he found wires behind the mirror in the presidential suite, the room Trump allegedly stayed in. 

"We were followed everywhere we went," he said, explaining that agents would make sure he knew who they were. "We were followed by the Russians and we were followed by Americans, like American intelligence was following us around. For reasons I can't begin to tell you — why clown boy here had to be followed," he added, referring to himself. 

Conan at the Apollo will continue Tuesday on TBS with guests Keegan-Michael Key and Jon Dore.