One of the funniest hours of comedy I have ever watched is the axis of evil comedy tour with Ahmed Ahmed, Maz Jobrani, Dean Obeidallah and Aron Kader (No North Korean comic yet). I think out of the whole group Maz Jobrani is my favorite, but all of these comedians shine on stage! The DVD was only about $13 on amazon, and it was the best $13 I have ever spent. I have seen it three times already in a time span of a week and a half. If you like comedy, this is something that you should go out and get as soon as possible (laughter after all is the best medicine).

Most of the jokes are ethnic, and as you might guess arab in nature and interactions of ethnic communities with off-the-street "americans" (people who've been here since the Mayflower), but if you have ever grown up in a greek or italian family, you can definitely relate to the comedy.
Also if you have ever known arabs or iranians, sorry persians, you will find tons of good laughs in this hour of comedy.

Here is a sample: