Most BBC Radio 4 comedy is worth listening to.
The Now show, ISIHAC, The News Quiz, Just a Minute, Cabin Pressure, Hut 33 and so on.
Even the older stuff, ISIRTA, The Goon Show, Hancock's Half Hour etc... is still fun.
I love ISIHAC's Uxbridge English Dictionary round though.
Shambolical - Padded y-fronts
Dictaphone - I must call Jeffrey Archer
Countryside - To kill Piers Morgan
Archery - To lie in court
Snuff box - Coffin