I hope The Late Show is planning for a finale akin to the finale for The Colbert Report [View all]

https://en.wikipedia.org/wiki/Final_episode_of_The_Colbert_Report

Returning from another commercial break, Stephen explains he was going to say goodbye before ending the series, but now that he has become immortal, he realizes it would be meaningless and begins singing the song "We'll Meet Again." Soon after, he is immediately joined by Jon Stewart; as the song proceeds, the studio continues to fill rapidly with several recognizable figures who have been involved in the show throughout its run.

After the song ends, the studio is now empty, with a painting without Stephen Colbert, and Stephen is on the roof of the studio questioning what he should do now. Santa Claus' sleigh suddenly lands in front of him; Santa is accompanied by a unicorn-hybrid Abraham Lincoln, and Alex Trebek, "the man with all the answers". Stephen agrees to join them, but worries that this means he will be gone forever. Trebek assures Stephen that they will always be there for the American people when they need them the most.

The episode ends with Colbert thanking everyone involved in the show throughout the run, and he calls upon Mavis Staples to help do so. Signing off with the words, "From Eternity, I'm Stephen Colbert," he then throws the show back to Jon Stewart, paying homage to his character's beginnings on The Daily Show and hinting that the entire series was just a nine-year-long correspondent segment. Jon thanks Stephen for the report and introduces the Moment of Zen, which is a previously unaired clip of Stewart checking in with Colbert from June 3, 2010. After being told that the said footage will not be used on air, Stewart says, "let's go back into our funny characters ... Stephen, what are you doing?" To which Colbert mockingly replies, "Hi Jon, I'm getting angry at liberals". The show's closing credits were played with the song "Holland, 1945" by Neutral Milk Hotel instead of the usual theme; Colbert picked the song in honor of his father and two brothers, who died in a plane crash.