Live Shows by Comedy Groups on DVD

Hello there.

I'm a newbie here and wanted to start with a question right away. I'm looking for live performances of comedy groups on DVD. By comedy group I mean everything from double-acts (like Pete and Dud) to a full ensemble (Monty Python).
Apart from the obvious ones (League of Gentlemen, Mighty Boosh, Fast Show) are there any DVDs that you could recommend?

Thanks,
Stephan