"Man, it is good to be back in the USA," said Stephen Colbert, alluding (though&nbsp;not too much) to his Russian "mystery assignment" during Monday night's episode of "The Late Show."&nbsp;&ldquo;I don&rsquo;t know if you knew I was in Russia last week," Colbert joked.&nbsp;"You know who did know I was in Russia? Russian intelligence. Hardcore fans, evidently. Followed me everywhere."The surge of attention was only compounded when Colbert announced his 2020 White House bid over a markedly Russian round of roulette (a vodka-pickles combo) on one of the country's late-night programs.&nbsp;But, he reported, Russia was not the only nation looking to track&nbsp;his international reporting adventure.&ldquo;Also got some attention from American intelligence. Couple guys seemed to pop up wherever we went," he said.&nbsp;"But it&rsquo;s important to keep your eye on a comedian, while he&rsquo;s in Russia, doing jokes."&ldquo;I could be giving state secrets to the Russians," Colbert continued, gearing up for what seemed like an unavoidable string of Trump digs. Then:&nbsp;"Oh, wait, someone&rsquo;s already got that covered.&rdquo;"The Late Show" will air an upcoming week's worth of footage unveiling the findings of the host's covert Russian trip, but Colbert offered few details.&nbsp;&ldquo;Like President Trump,&nbsp;I can neither confirm nor deny the existence of any other tapes of what I did in Russia," he said, referencing the elusive tapes, supposedly of a fateful conversation between Trump and former FBI Director James Comey,&nbsp;that prompted Colbert's overseas trip in the first place. "I did not personally make any such recordings &ndash; but I&rsquo;m pretty sure my crew did."