Yes, I found it in the end, I found the recording of Levitt's interview from the 5th of December on Colbert's show (I was also talking about it here )! I must admit that I thought Levitt was "winning" a few times from Colbert, so no doubt the latter must have been very serious when he said in the end of the talk that he does not want any other winners (aka John Bates Clark medal laureates) in the Colbert Report show. A bit more about that below.
Part 2 of Levitt's interview starts automatically after Part I, which has the link in the text and in the title. If you've got problems with that, here's the direct link to Part 2. They've both got some short publicity clip before starting.
Below you can see the other John Bates Clark laureate that preceded Levitt on the Colbert Report show, Paul Krugman. I point out that Colbert made a mistake (ok, if this was deliberate, I did not get it: maybe one of you does...) because Jeffrey Sachs is not a John Bates Clark medal winner as Colbert claims in the very last part of his talk with Levitt, and thus there were not 3 but only 2 economists who won the John Bates Clark in his show (unless he mistook the 3rd one for Jeff Sachs). On the other hand, apparently Sachs was indeed guest in Colbert's show, but I could not find that recording in the ComedyCentral database any longer. Which might mean that only the relatively recent interviews are accesible there (Krugman's was on the 22 of August, Sachs's on the 2nd of March), hence in a few months you might not be able to see the Krugman and the Levitt ones either (watch them now!). But here's Paul Krugman (with direct link to the second part if that does not start automatically after the 1st). He does not perform badly, but definitely far below Levitt; he let himself often dominated by the wicked Colbert...
Update 9th of December: Greg Mankiw apparently found the Levitt video in only one piece on YouTube. And he also notices Colbert's mistake about Jeff Sachs.
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