“For those who don’t know, the strategic reserve is a series of caverns filled with fossil fuel and strategically located inside Rudy Giuliani’s head,” Colbert joked.“For those who don’t know, the strategic reserve is a series of caverns filled with fossil fuel and strategically located inside Rudy Giuliani’s head,” Colbert joked.Read MoreTelevision, Colbert, Stephen, Fallon, Jimmy, Kimmel, Jimmy, Meyers, Seth, Late Night with Seth Meyers (TV Program), Jimmy Kimmel Live (TV Program), The Tonight Show (TV Program), Late Show with Stephen Colbert (TV Program), The Late Late Show with James Corden (TV Program)