This is from the
August 31, 2004 program.
In this clip, Stephen Colbert goes on a fact finding mission to the streets of New York City in order to quelch all the cynics who accuse the Repubs of having the convention in NY in order to exploit 911.
Why The Repubs Picked NYC (Small – 11 MB)

mirror of the above clip

The Daily Show (The best news on television.)