I think the only comedy record I've ever listened to (if it counts) is
Monty Python's Previous Record. I do love it though - Eric the Half-a-Bee, Miss Anne Elk, the Money Programme, the Argument Clinic just a name a few. I'm smiling just thinking about these sketches.
I did actually consider loading it onto my iTunes library, but thought better of it. It would seem weird to me if the Monty Python sketches came on while shuffling songs, and they would be taking up valuable storage space on my iPod when I wouldn't normally listen to them with my music. I have considered maybe putting it into a separate library so I can listen to it on my computer if I choose to.