A publicity photoshoot in La Mancha in Don Quixote and Sancho Panza costume sees Steve Coogan and Rob Brydon continuing to tilt not so much at windmills but one other, in the penultimate episode. While Bowie and Jagger get an airing over lunch, a conversation about the Spanish Moors swiftly turns into an elongated (and hysterically funny) riff on the influence of Roger Moore on Spanish heritage; and Steve receives startling news from home.

There's a melancholy tint to this series; a sense of time running out for the characters and format. A certain testiness has seeped into the Brydon-Coogan relationship, a sense that however much they resist, they're trapped in their roles. It's still redeemingly funny, though. Tonight, Coogan risks a Jimmy Savile impression and Brydon muses on Eddie Redmayne ("The kind of name an upper-middle-class girl would give her pony").

The week in TV: The Trip to Spain; Catastrophe - review

Coogan and Brydon made magic of middle age on the road in Spain, and Sharon Horgan reached for the loo roll.

I can't tell you what happens in The Trip to Spain because nothing does - and it's brilliant.

But first, the bad news.

The previous two series were broadcast on the BBC, but now that the show has been poached by Sky, it becomes less accessible.

This is a shame for the viewers who can't afford, or don't want, Sky subscriptions but it's also a shame for the BBC who can add The Trip to the list of high-profile names and shows they've lost recently.

It may not have pulled in as many viewers as Clarkson's Top Gear or The Great British Bake Off, but it brought value, big-name talent and credibility to the BBC. No-one wins in this scenario except Sky Atlantic, who are hosting some brilliant shows these days, such as Silicon Valley (the latest series will be starting soon), Last Week Tonight With John Oliver, and now The Trip.

Let's turn then to the good news: if you have a subscription to Sky Atlantic then you have a whole series of this wonderful show awaiting.

It follows the same format as the two earlier series, which shows the great confidence the creators have in it. Nothing has been tampered with: we still have Steve Coogan and Rob Brydon playing exaggerated versions of themselves, and they're off around Spain to visit various fancy restaurants and send some nice, witty reviews back to the publicists in London. There ends the plot. With that flimsy framework, we see Coogan and Brydon set off together for a working holiday and they bicker and chip at one another. On the surface they're friends and colleagues, but underneath the veneer they're showbiz rivals and competitors.

Coogan is always fretting over his age and why his film, Philomena, isn't more widely celebrated. Is he getting the critical acclaim he deserves?

Should he even be out here in Spain or should he be barging his way into Hollywood, getting proper attention?

Is he wasting his time sampling chorizo with Brydon, who sometimes irritates him and who, at other times, has him reluctantly laughing?

Brydon is the more relaxed of the pair, soothing Steve's ego and worries with impressions of Alan Bennett and Terry Wogan which Steve, always competitive, joins in with.

Soon the two are trying to outwit and outdo one another, clattering down their cutlery to go louder and better with an impression of Mick Jagger doing an impression of Michael Caine ... A lot of these scenes at the table are improvised, and the viewer might feel privileged to watch these two comedians at work as they goad one another, dig up the other's insecurities, and then top it all off with a faultless impression of Henry Kelly.

The Trip to Spain review

Two middle-aged men meander through the country having existential crises and doing impressions. It's brilliant, hilarious and with a bit of Cervantes thrown in for good measure.

Rob Brydon interview

Mr Nice guy: Rob Brydon, star of The Trip, talks about the melancholy of middle-age and why he won't impersonate Trump.

The Trip To Spain: "Summer Wine for Guardian readers"

Rob Brydon and Steve Coogan chat at length about their next adventure into eateries, The Trip To Spain...

Sad that it's no longer on terrestrial, but this is an utterly welcome return for the comedy travelogue starring Steve Coogan and Rob Brydon as slightly fictionalised versions of themselves. This show isn't just about their work; it's their best work. This time, they're on a culinary jaunt through Spain, with Brydon escaping domestic life and Coogan on a literary mission. Mick Jagger and John Hurt are among the impersonated.

Preview - The Trip to Spain

The Trip has been one of the most critically praised comedies of recent years. However, there is at least one thing about the new series that will mean that fewer people will watch it as it goes out: it's now on Sky Atlantic.

The Trip returns: Brydon and Coogan bicker

Spain edition serves up food, landscapes and mimicry as Rob and Steve give their take on the Don Quixote and Sancho Panza story.