CBS has put the whole episode of josh's appearance on the Late Late Show with Craig ferguson on their website
The Late Late Show Video - The Late Late Show - 10/16/2014 - CBS.com
Josh comes on at approx 19:20 and ends 28:44 enjoy
This is the YT version and it too has the clip from The Affair. This link with discussion came from the Cole Thread.
https://www.youtube.com/watch?v=b8jq7sX0SAw#t=1159