Here’s the story of how we saw a live taping of The Late Show With Stephen Colbert and how you can do the same. Aside from being a part of the live show, just being in the Ed Sullivan Theater is priceless. Ed Sullivan introduced the Beatles to America on February 9, 1964 and Elvis on September 9, 1956 – those were historic moments in entertainment. And then it was David Letterman’s roost for all of those years. One theater; if those walls could talk.