So basically you name a sitcom or comedy show and then the next person simply names another show that has a connection to it, no matter how vague! and the reason why.
Example:
Knowing Me Knowing You
The next person could say:
Smack The Pony - Doon Mackichan appeared in both shows
Then the next person makes a connection to Smack the Pony
I know it's shit but I'm bored and I haven't started a thread for months. 
Ok, I'll start with:
Peep Show
Peep Show stars David Mitchell who was in the Marcus Brigstocke radio show Think the Unthinkable
The Goodies
(think the unthinkable is written by doc Graham Garden)
Broaden your Mind the first show on TV to feature all the goodies
Terry Gilliam wrote it
So
Monty pythons flying circus
Often called the sixth Python, who appeared in the Fourth series, Neil Innes, and starred with Eric Idle in Rutland Weekend Televison
Eric idle sang the theme to...
One foot in the grave
One Foot in the Grave was written by David Renwick who also wrote End of Part One
...with Andrew Marshall, who wrote...
2.4 Children
Starring What'sherface who was also in Dear John
Dear John by John Sullivan who also wrote Citizen Smith
Many years after Citizen Smith Robert Lindsay starred in My Family.
He then took a firm grip of young Hornblower!
A couple of episodes of which featured Julia Sawalha who also starred in
Absolutely Fabulous
Which starred Joanna Lumley who appeared in an episode of Steptoe and Son.