Andy Zaltzman is in good company when it comes to comedic cuckolds. Yes, he may still be in London while his long-term comedy partner John Oliver has moved to New York, become an institution on the globally-renowned Daily Show and been awarded his own Comedy Central series, but then any club which also includes Peter Cook and Stephen Fry can't be all bad. "Ah yes," grins the newer inductee, "I always think of myself in those terms."

Actually Zaltzman has gotten a bit of useful US writing work out of his old mate, and their weekly political podcast, The Bugle, is still going strong. Meanwhile he remains a regular fixture on Radio 4, with a high-concept new series recently launched. Well, it's high-concept in Radio 4 terms - we're not talking Jerry Bruckheimer blockbusters here...

Andy Zaltzman's History of the Third Millennium, Series 1 of 100 - can you give us a brief overview of this elaborately titled masterwork?

It's a history of the millennium so far, so basically that's a longhand way of saying a history of the decade. It's four themed episodes, dealing with world politics, Britain, economics and the planet. I've tried to pick the things that were most significant or representative of the decade, and tried to make comedy out of them. I just put it into the Radio 4 commissioning rounds and they picked it.

Do you find it easier to get stuff commissioned these days?

It's a process shrouded in mystery, like electing a new pope, you never quite know what they'll go for. But so far I've been quite lucky.

You've got Rory Bremner in the cast - was that a help, having him 'attached' to the project?

I can't remember if that was in the pitch or not but he's obviously been very helpful to me. I guess generally that always helps, to have someone of his quality and standing involved in a project. I've written for him, for his television show, so he was happy to help out. He did a few voices of prominent people to drop into the sketches, so I could interview George Bush and Tony Blair and have one interview with a major political figure each week.

What was your first radio work?

The first series was The Department, with John Oliver and Chris Addison, we did three series before it was, er, curtailed. The great thing with radio, the scope you have is infinite, it's like cartoon comedy, you can make ludicrous and spectacular things happen for small budgets. So The Department was absolutely loaded with sound effects and things like that.

Why isn't The Department better known, given your colleagues' profiles now?

It couldn't get put out as a CD release because of music copyright issues, as well as various other things. I think people have uploaded it onto file sharing sites though, so people do seek it out, which is nice. It's a shame when you do something and it dies on the vine, so hopefully there are people listening to it around the world, via the wonders of technology.

Your podcast with Oliver, The Bugle, has been running for two years - isn't it logistically tricky with him in the States?

It's not too tricky, we just talk generally a day or two before we record, then record in studios on opposite sides of the Atlantic, so it's been surprisingly simple really. The kind of comedy John and I do, it's better to have some prepared suff, then some spontaneous stuff enhances it hopefully. But that's one of the great things about being paid to do it - most podcasts are labours of love, so you can't necessarily devote the same time and commitment that we do.

On one recent edition you sounded thoroughly pissed off with British politics...

I think Britain is pissed off with British politics. In a way you could say that it's a sign of a stable and peaceful society that there aren't great ideological divisions because basically things are alright. But at the same time there's clearly major problems with our political system, specifically the public's relationship with it, for which the fault is probably on both sides. As well as political issues, the political system is a subject ripe for comedy I think.

Is it hard to stay balanced while making political shows, particularly the BBC ones?

I think I am basically neutral with regard to party politics, and I think more and more people are, there aren't the alignments that there used to be: it's just people trying to find the people that are least annoying to vote for. In terms of British politics I don't really have an allegiance to anyone, which I think is a healthy way to be as a political comedian.

Any plans for 2010?

Hopefully more radio stuff, and I haven't been doing stand up for a few years now so I should do a bit more of that. When The Bugle started it meant that I had quite a lot of work on and a young child who I was looking after when my wife went back to work. So it became slightly impractical to do much stand-up and my enthusiasm had dwindled a little, certainly for club stand-up, it's been on the back-burner for a while.

You don't fancy following Oliver to the States then?

I went over and did some little bits in John's stand-up special on Comedy Central last year, and hopefully we'll do some more stuff in future. But it's dependent on his hectic showbiz schedule I guess. And whatever I've got going on. I've got a family here who might be a bit annoyed if I upped sticks and went to America.