"From an early age, I tried to be funny for the adults," said Mulaney of his life-long struggle with anxiety. "I think I thought and feel still that I have to provide that in order for people to like me." Colbert responded: "I have gotten to a place that I don't want a lot from the audience other than to make them laugh and to make a connection that my internal anxieties, as I express them externally through the joke, when it makes them laugh I have the sense of camaraderie and community that I'm not crazy to feel this way because they wouldn't laugh unless they recognized it in somebody else. And it might be the anxiety about life or death or about what happened today in the news." ALSO: Mulaney surprises Colbert with a member of The Sack Lunch Bunch.