Give a stream of consciousness and then the final answer. The program is taped at the Ed Sullivan Theater in New York City and airs live to tape in most U.S. markets at 11: 35 p.m. Eastern and Pacific, and 10: 35 in the Central.

Based on this passage, where is late night with stephen colbert filmed?
The relevant information to answer the above question is: The program is taped at the Ed Sullivan Theater in New York City and airs live to tape in most U.S. markets at 11: 35 p.m. Eastern and Pacific, and 10: 35 in the Central.
So, the final answer is the Ed Sullivan Theater in New York City.