I have to thank Shonna for making me watch Flight of the Conchords videos on Youtube. Wow. These guys are great. They are "formerly New Zealand's fourth most popular folk parody duo" and they only get funnier the more you watch them. They have a TV show on HBO, but I haven't seen it. If their live shows are any indication, I'm guessing it's great.
I do have to add a small warning. They are clever and unique and understated, but they aren't for everybody. They kind of remind me of The Office, because they take themselves very seriously even though they're being ridiculous so if you would rather watch Adam Sandler/Judd Apatow type comedy this won't be your thing.
If you're still interested, here are the videos you should watch:
Start with Issues (aka Think About It)
Next try The Humans Are Dead
Then Albi the Racist Dragon
And if you're still with it, watch Hiphopopotamus vs Rhymenoceros