I just got 'Lenny Bruce - The Carnegie Hall Concert (1961)' and that's a truly brilliant gig... I also have an album called 'Woody Allen - The Nightclub Years 1964-1968' which is also very good, but heavily influenced by the aforementioned Lenny Bruce (amongst others). I also listen to Robin Williams ('Live At The NY Met' and 'Live On Broadway (2002)', Richard Pryor (to whom Chris Rock and Eddie Murphy owe a massive debt of gratitude!!) with 'Is It Something I Said?' and a true master of the art, Billy Connolly (who's material from the mid-late 70's and early 1980's is amazing)