Monologue | Tuesday night on “The Late Show With David Letterman” on CBS: Anybody here from Arizona? They have that new tough immigration law, and they say now because they’re getting a lot of reaction, they’re saying it isn’t targeted to Mexicans. The immigration law, they said, is not about keeping Mexicans south of the border. As a matter of fact, they had a crew out today of government agents looking for Dutch people.