This downloader works for comedycentral.com, colbertnation.com, southparkstudios.com, thedailyshow.com and several others.
Enter URL address of the page where you found the video in the box below eg: http://www.colbertnation.com/the-colbert-report-collections/389338/the-best-of-broadway and click on ‘Get Download Link’.

Once the request is processed, you should get a list of URLs above. Those URLs are links to rtmp streams which can be downloaded with mplayer (command-line) or Orbit Download Manager. If you are using mplayer, use the following syntax:

mplayer -dumpstream "rtmp://generated-url-copied-from-above" -dumpfile "any-filename-to-save-to.mp4"

If you are using Orbit, just copy a link and add to Orbit for downloading. If you encounter any problems, comment below with details.

You need to use only one URL. The topmost URL is the best quality video available and lowermost is the smallest file-size but poor quality.