Hulu--The Tonight Show with Jay Leno: Dov Davidoff
Comment: The joke begins at about the 1:00 mark. It's a standard "Columbus didn't discover anything" joke, but Davidoff delivers it well.
For more on the subject, see Immigration Joke on Tonight Show and his Ain't No Party, This Ain't No Disco: A Columbus Day Rant.
Below: "Here's where I arrived: the islands south of China!"