This of course, is fictional, a "Not-True-Thing" as Ferguson puts it, for comedic effect—Romney did not do an Op-Ed saying to Arizona "Accept Your New Mexican Overlords", and he won the Arizona Primary.
To a lesser extent it's the position of Rick Santorum and Ron Paul. It was certainly Bush's position for eight years.
It's also the position of Barack Obama and Eric Holder's Justice Department, who have sued Arizona for resisting their "New Mexican Overlords."
I wouldn't want you to think that the Craig Ferguson show was mostly about politics. It's really about interviewing regular people like morning show host Carrie Keagan. Click the screenshot for more pictures of her:
Craig Ferguson is a fine example of an immigrant who's become an American citizen, but CBS didn't need to import a Scotsman to chat up Carrie Keagan. (CBS Cares!) Chatting with Carrie Keagan is not a job Americans won't do.