I love watching these kinds of discussions. From interviews, documentaries and talkshows, I can't get enough of them. I know it's slightly similar to recommending podcasts, which I also enjoy, but I guess I like to have the visual aid aswell. Thought we could make list some your favourite shows of these sorts.
I'd recommend any of the following which I have seen:
The Green Room with Paul Provenza - Hosted by Paul, group of comedians ripping the piss out of each other mainly. Still hoping for a 3rd season. (all on YouTube)
Inside Comedy - Interview style by David Steinberg with some legendary comedians
I Am Comic - Documentary style film with little intervies with alot of comedians
Jerry Seinfeld: Comedian - Stand-up documentary, looking at the work of two stand-up comics, Jerry Seinfeld and a lesser-known newcomer (Orny Adams), detailing the effort and frustration behind putting together a successful act and career while living a life on the road. (http://www.youtube.com/watch?v=r06Eqx51VT0)
Comedians In Cars Getting Coffee (New show by Seinfeld, interviwing and discussing with some well known stars of comedy)
Talking Funny (Louis CK, Ricky Gervais, Seinfeld and Chris Rock chatting about ccomedy, http://www.youtube.com/watch?v=rVBFwY4na7E)
Probably alot of other stuff I haven't mentioned but I am now aware of my own and everyone else's short attention spans so I'll stop listing....for now