Elsbeth returns for its third season with a cameo from Stephen Colbert - which almost didn't happen. During an exclusive interview with Us Weekly, star Carrie Preston previewed the premiere, which was filmed shortly after Colbert's The Late Show was controversially canceled. "It was really serendipitous because for months and months we had been working to get these actors on the show. [Executive producer] Jonathan Tolins wrote the script specifically for Stephen Colbert," Preston, 58, recalled. "Then the week before we were about to start filming, it was announced that his show was done.