I live in the northeastern part of the US and it is extremely common for me to hear him referred to by just his last name. For all I know it's a regional thing, but it certainly isn't rare.
Same here. I think a) It's fairly common to refer to famous people by their last names (Gates, Jobs, etc.) b) The show is "The Colbert Report", so "Colbert" works as a shortened version. Hence, "Did you catch Clinton on Colbert last night?"
In any event this sort of usage is pretty typical.
