I think there is a case to be made for INFP (I dug most of this up on Wikipedia) :
Colbert claims that in his early life he had difficulty making friends. He spent a lot of time reading fantasy books and playing D&D. He credits roleplaying games as his first experience with acting and improvising.
He said when he started acting, he found he liked performing, even when no one came to the show. When he started, he mostly did experimental pieces and drama, and wasn't interested in comedy.
When he started touring with Second City and met Paul Dinello [who he would go on to collaborate with and befriend], Dinello thought Colbert was "uptight, pretentious, and cold" at first, while Colbert thought Dinello was "an illiterate thug".
I also think introverts are more likely to disappear completely into a character like Colbert did, while extraverts tend to just be characters [Like Stewart, an actual ENTP].
It's also worth remarking that almost all of Colbert's earliest TV credits, were as a writer, not performer.
Here's an interesting quote from Colbert, which makes him sound INFPish:
"I was 22 or 23 when I made a decision not to be actively Hamlet-like and miserable in my daily life, and the decision helped a lot," he said. "Living vitally is not easier than living morbidly -- it's just better. People are all we've got."
Also, if you think he's a Ti user before Fi user, watch his interview with Joe Biden. So sincere and heartfelt, and Colbert spends a lot of time talking about how he admires Joe Biden's authenticity. Also Late Show Colbert, has been very open about his faith, even having a Catholic discussion panel during his Pope episode. Which isn't terribly ENTPish.