Every good late-night host must have a bandleader. For Stephen Colbert, that man is Jon Batiste, a New Orleans–bred musician who studied at Juilliard and then formed his band, Stay Human, whose last album, Social Music, hit No. 1 on the jazz charts. If you’re not a jazz head, you might recognize him from his appearances on Treme and Red Hook Summer. Anyone hankering for a beignet all of a sudden?