The Late Show
Sen. Bernie Sanders is interviewed on "The Late Show with Stephen Colbert" on March 31, 2016. Sanders made a surprise visit to the show on May 9, 2016, ahead of the West Virginia primary. CBS

Bernie Sanders surprised Stephen Colbert Monday, a day before the West Virginia Democratic primary, with a simple message: He is not giving up.

During the cold open of CBS' "The Late Show with Stephen Colbert," Colbert had just gotten his hand stuck in a vending machine — trying to retrieve a 100 Grand candy bar — when Sanders walked in. The Vermont senator helped Colbert with his candy, which he dubbed a "contested confection," while explaining that his continuing campaign for the Democratic presidential nomination, despite the delegate count largely favoring Hillary Clinton, is not a "lost cause."

“I don’t take money from billionaires, but I do check every vending machine change slot,” Sanders said, showing up unannounced.

The conversation soon shifted to the West Virginia primary Tuesday, where Colbert pointed out that Sanders faces big odds. “Even if you do well tomorrow, the delegate math is against you,” Colbert challenged.

“It’s a narrow shot,” Sander admitted. “But we still have a chance to win a majority of the pledged delegates. We’re going to fight for every last vote; and at the end of the day, I hope and believe that we are going to win this.”

Sanders also helped Colbert retrieve his stuck 100 Grand bar, but the comedian was disappointed to find that Sanders hoped Colbert would share his candy. "I knew it!" exclaimed the host, mocking Sanders' democratic socialist policies.

Sanders currently trails Hillary Clinton in the pledged delegate count. Clinton has secured 1,705 delegates to Sanders' 1,415 delegates. However, Sanders does have a chance to win big in West Virginia.

“We’re going to stay in until the last vote is counted, and that will be in the [June 14] primary in Washington, D.C.,” Sanders said in an interview with NPR’s Steve Inskeep last week. “We’re going to fight in West Virginia. I think we’ve got a shot to win there — we’ve got a good shot to win in Oregon, and I think we’ve got a good shot to win in some other states ... We’re in this race till the last vote is counted.”

The latest polls from West Virginia show him leading by as many as seven points, and the state favors the Vermont senator demographically.