'I thought this must be a scam or a shake-down, so I reported it to the police,' Giuliani, 76, said in an interview after being pranked by the bikini-clad comedian.

Jason Spencer was unknowingly pranked by Sacha Baron Cohen on 'Who Is America?,' and the politician pulled down his pants, used the N-word and more.

"I join a long list of American public personalities who have fallen victim to the evil, exploitive, sick 'humor' of the British 'comedian' Sacha Baron Cohen," Sarah Palin wrote in the Facebook post.