For modern "Comedy through tragedy" shows like
Peep Show, the only one that trumps it for tragedy is
Extras, as daz has said. The sketch in the posh bar where David Bowie gets everyone singing is a particular highlight
Marion and Geoff... it's got the tragedy alright, and Rob Brydon is superb. but it's not quite as funny as
Peep Show. If you can get hold of it, Rob Brydon and Julia Davis'
Human Remains is in the same vein. The same could be said of
Nighty Night, which has an even bigger span between tragedy/comedy.
If, by some freakish quirk of chance, you haven't yet seen any of the Alan Partridge series then they should be your first port of call, however.