Picking up on an earlier string of comments, I have a full set of Black Books on DVD, as well as CDs with the theme music. Which leads me to:
Monkey Dust is one of my all-time favourite collections of sick and depressingly brilliant humour, together with an utterly inspired theme music.
It's by Eels, and is called "That's not really funny"
"Clive, where have you been? You went out to get a paper, and you've been gone four months"
"Don't look in the boot of the car"
"I love you so much, Daddy!"
"[cough wheeze] Are you Suzy, thirteen?"