Watch Stephen Colbert Visit 'Trump Pee Pee Tape' Hotel Room in Moscow

"When you're in this room, I don't know how to describe it. It's soaked in history," host says of Moscow Ritz-Carlton's Room 1101

Stephen Colbert visited the site of one of the most damning rumors surrounding Donald Trump, the "pee pee tape" room, on Thursday's 'The Late Show.'

Stephen Colbert visited the site of one of the most damning rumors surrounding Donald Trump on Thursday's The Late Show. "It's been an amazing week, the Russia Week here, and this might be my favorite night," Colbert said. "The piece we're showing tonight is really the whole damn reason why we went."

The host praised his own foresight about staging a Russia Week, even when it seemed the whole scandal would eventually blow over. "A big part of that New York Times interview they did with Trump focused on what's called 'the Dossier,'" Colbert explained.

"Back in January, 10 days before Donald Trump was inaugurated, a document was leaked containing allegations that Trump has deep financial ties to Russia, that his campaign was being supported by the Russian government and that the Russians had compromising videos of Donald Trump watching prostitutes urinate on a bed in the Moscow Ritz-Carlton presidential suite. It was a bombshell."

Colbert noted that the news networks are scared off by how "salacious" the rumors are, so none of them really investigated the "pee pee tape." So the host himself embarked on a journey to find the compromising footage. After dropping a Cribs-style tour of the suite earlier in the week, Colbert offered a more complete exploration of the room Thursday.

During the investigation, Colbert badgered Moscow citizens about the "pee pee tape" before sitting down with Russian surveillance expert and Kremlin critic Andrei Soldatov, who admitted that he's aware of the "golden shower" rumors but couldn't confirm its existence.

Colbert then revealed that he rented the suite where the alleged video occurred – Room 1101 of the Moscow Ritz-Carlton – and takes his production team on a tour of the suite.

"The room we've heard so much about, yet no one has come to check it out. I don't know why," Colbert said. "When you're in this room, I don't know how to describe it; it's soaked in history. It just washes over you. It's not even like it's in the past; you're in history. You're in it."

Colbert admired the view out the suite's windows, only to realize it is overlooking the Kremlin. "They don't need to install cameras in here; they could just give Putin some binoculars," Colbert said.

Alas, no evidence of the "pee pee tape" was uncovered in Room 1101, but Colbert did find his frequent guest "Cartoon Trump" hiding under the covers.