Jon Stewart, Steven Spielberg, Bruce Springsteen, and more will join Stephen Colbert in his last week as host of the CBS late-night talk show.

It’s the end of the road for Stephen Colbert in late night.

For the last 11 years of those three decades, Colbert, 62, has helmed the show, welcoming a wide variety of guests— from Taylor Swift to Barack Obama —while delivering pithy commentary on the state of...