Much has been written about the scene in Sacha Baron Cohen's newly released Borat sequel in which Rudy Giuliani is shown in what appears to be a compromising position in a hotel room with actress Maria Bakalova, who plays Borat's 15-year-old daughter Tutar in the movie. But Baron Cohen offered some new, behind-the-scenes details from the filming of that encounter in a Monday night appearance on The Late Show With Stephen Colbert.