Colbert is currently in Russia "on assignment for a future broadcast," a CBS representative tells TVGuide.com.
On Thursday the host tweeted in response to President Trump's admission that he doesn't have secret tapes of conversations with former FBI director James Comey that the President shouldn't worry, "I'm in Russia. If the 'tapes' exist, I'll bring you back a copy!" This is a reference to Trump's infamous, probably apocryphal "pee tape" allegedly recorded in Russia that is being used to blackmail him into collusion with the Russian government.
The Late Show is airing repeats Thursday and Friday, but returns for new episodes Monday. Guests have been set for Monday through Thursday, but late-night lineups are always subject to change. Friday June 30th's show, however, is currently just offering "Stephen's take on the news of the day," so maybe that will be a Russia episode. CBS declined to comment on airdate or specifics of what Colbert is doing in Russia.
Colbert has traveled before, last year airing live episodes from Philadelphia and Cleveland for the Democratic and Republican National Conventions. His network mate James Corden has done shows from London. But no one has traveled more than Conan O'Brien, who has taped his TBS show in places as far-flung as Havana and Berlin and most recently did a special from Mexico.
Hopefully Colbert's time in Russia goes better than the time he went to a KKK rally for The Daily Show.
(Full disclosure: TVGuide.com is owned by CBS.)