Stephen Colbert has just weeks left behind The Late Show desk, and he's spending them with good company. Oprah Winfrey joined him for one of his final CBS episodes - and wasted no time putting the host in the hot seat before the show wraps next month. Stephen Colbert and Oprah Winfrey swap roles The Late Show with Stephen Colbert/YouTube The interview took a turn when Winfrey flipped the script and put the spotlight on her host. "How are you feeling about everything?" she asked Colbert, referring to The Late Show's scheduled finale on May 21. "Don't go all Oprah on me now ..." Colbert quipped.