Comedy Albums

The first three that come to my mind are:

Bob and Ray "The Two and Only"
The Rutles (Also known as the Prefab 4, a musical parody of The Beatles)
National Lampoon, "That's Not Funny, That's Sick."

Probably too far out for most, but also the Bickersons, "Rematch" was a good one. Wiki,Bickersons

Woody Allen's recording of his live show (Stand Up?) was hilarious. From the '70s IIRC.

Anything by Bill Hicks! Like Carlin,he showed no mercy.

All of 'Derek & Clive'.

In one of my vinyl acquisitions, I aquired a comedy album called "The First Family" by Vaughn Meader. It was a parody of President John F. Kennedy and his administration. It's very dated and you would have to have grown up during that time period to appreciate the humor. I remember Lenny Bruce saying that after Kennedy was shot, they should have dug two graves - one for Kennedy, the other for Vaughn Meader's career.