Arguably, the whole interview with Archbishop Desmond Tutu.
During the Paris week, Craig visited the Pont des Arts and talked about the couples-leaving-padlocks tradition, then found the padlock that Late Late Show executive producer Peter Lassally and his wife Alice left there 50 years ago.
At the end of Larry King's one shot stint as Geoff, he and Craig talked at the end of the show. Larry, who has been (rather hilariously) parodied by Craig many times, assures him that he's an excellent host.
After two weeks of absence, Geoff finally returns. He and Craig seem genuinely happy to see each other again.
When Craig backed off of making jokes about Britney Spears (and, later, Charlie Sheen), partly due to the fact that he had been in a very similar position. With Britney, it was after she shaved her head; he specifically told the story of how he planned to kill himself shortly after Christmas when he was in the depths of his addiction.
After the events surrounding the "The Dark Knight Rises" shooting in Aurora, Colorado on July 20, 2012, the show decided to pull Craig's monologue which was taped the night before, and heavily featured the movie. Instead, Craig opened the show at his desk, explained the situation, noted that the day was NOT a 'Great Day for America', and offered his condolences to the victims of the tragedy.