As long as we're talking about television shows, may I direct your attention to this HBO series. They have finished 2 seasons, and are working on a third.
Jemaine Clement and Bret McKenzie are the New Zealand musical duo, Flight of the Conchords. The show follows their fictional struggle to become famous, deal with life in the states, and carefully avoid prolonged contact with their one, obsessive fan. Their manager, Murray, is pretty incompetent at helping them with any of it. Of course, he's not just their manager, he also works for the New Zealand embassy where the band met him after losing their passports.
Clip 01 Clip 02During every episode, they break out with songs about their current situation. It's a pretty funny show. The humor is often subtle, and the characters just enough over the top to not let you take even the tense moments too seriously. I've finished watching the first season so far, and am definately looking forward to getting the next season from Netflix soon.
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