"The Daily Show" and "The Colbert Report" straight from their websites for all the people not living in "proper" locations for these sites.
The files are still in FLV-format. Mplayer, VLC, MPC and MPC-HC should be able to play these.
If the flv won't play, there's the option to remux it into a mkv
and execute remux.bat .
A minor trade-off: The first segment of TCR (before the intro) will be out of sync, but the rest will be in sync.
I've packed the Matroska Muxer with it's libraries, if it doesn't work, install MKVtoolNix ( http://www.bunkus.org/videotools/mkvtoolnix/ ).
FLVExtractCL needs .Net 2.0; if you're on a Linux-distro, FLVExtractCL should work in Mono.
Mplayer, VLC, MPC and MPC-HC should be able to play the mkv, if you're on WMP and it doesn't work, try it with Haali's Matroska Splitter ( http://haali.cs.msu.ru/mkv/ ).