'It's soaked in history': Stephen Colbert rented Trump's alleged Ritz Carlton suite in Moscow

Stephen Colbert continued "Russia Week" on Thursday's "Late Show," with what he said was his favorite thing they did during the trip. One of the more bizarre stories surrounding President Donald Trump and Russia came from the dossier that reporters can't manage to confirm.

Chanting "pee pee tape," Colbert introduced the video of his travels, noting that most cable news networks felt the story about Trump allegedly hiring Russian prostitutes to urinate on the bed formerly slept in by President Barack Obama.

While in Russia, Colbert approached many citizens on the street and asked them all if they had a copy of None did. So, he enlisted the help of reporter Andrei Soldatov, who has been critical of the Russian government's surveillance programs.

Soldatov admitted he'd heard something about the possibility of a tape but didn't have any first-hand knowledge or information on if the tape exists.

Colbert then wondered why no one had come to the actual hotel room in Moscow to examine the alleged bed and search for the tape some maintain Russian President Vladimir Putin is using as dirt on Trump.

"It's soaked in history. It just washes over you. It's not like you're in the past, you're in it," Colbert joked as he walked into the notorious bedroom at the Ritz Carlton.

After jumping on the bed, Colbert questioned, "You know when you've imagined something for so long and when you finally see it -- it just doesn't match what you pictured in your head? That's not this feeling at all."

"Holy cow!" Colbert exclaimed looking out the window. The Kremlin was across the street. "They don't even need to install cameras in here they can just give Putin some binoculars!"

Soldatov rejoined Colbert's inspection of the room and helped him search for bugs. Colbert picked up a decorative item and broke it, just to make sure. Upon doing so an alarm sounded and the phone rang in the room. It seems there was some kind of security device in the room and breaking the glass activated it.

Ultimately, Colbert brought out the black light and inspected the bed and the rest of the room, but found nothing. Given that the hotel is a Ritz Carlton, the bedding was likely laundered sometime between then and now.

Watch Colbert's critical inspection of the room below:

WATCH: Stephen Colbert rented Trump's alleged...by sarahburris