Back in the city he loves for its "sophisticated'" comedy audience, the Second City alum shared the inside stories of "Wayne's World" and "Austin Powers" and doubled over from "the funniest thing I've ever heard in my life."
In his farewell 'Late Show' from the Auditorium Theatre, the host visits Wrigley Field, welcomes Mavis Staples and Jeff Tweedy, and shares his hope for another president like Lincoln.