Norm Macdonald Live
Alright, this is more of a video podcast/talk show, but since it has seasons and episodes, and because you really do have to watch it (as opposed to just listening), I'll classify it as a TV show (and later it did turn into a Netflix show).
I've seen many clips from it and knew it was hilarious, but only recently I've decided to watch it all. Since it's not on YouTube anymore, I had to torrent it but found it quite easily.
Season 1 is one of the most brilliant things I've seen. It's classic Norm, but on steroids, with lots of nuanced, hilarious and weird jokes. I mean, he often takes an entire episode just to set up a joke at the end of it; hell, once he used a couple of episodes (like 5-6) to set up one of the most hilarious jokes I've ever heard and seen. And the amount of fucks not given to anything just makes it all the more hilarious.
The first ever episode (w/ Bob Einstein as Super Dave Osborne) was just hilarious on its own. It's been dubbed as "a hilarious disaster" - tells you all.