Carrey, on Wednesday, gave dramatic takes on scenes from Ace Ventura: Pet Detective, Dumb & Dumber and The Mask.
"Somebody, stop me!" Carrey screamed emotionally in reference to a scene from The Mask.
The actor made a New Orleans-style entrance onto The Late Show where he was accompanied by a band and danced around the audience with an umbrella.
Carrey will next be seen as the villainous Dr. Robotnik in Sonic the Hedgehog, which hits theaters on Feb. 14. The film is based on the video game series of the same name.
"He's kind of like Nikola Tesla after a case of Red Bull," Carrey said about Robotnik who is an evil genius hell bent on capturing Sonic.