Are you guys fans of Flight of the Conchords? Well if you're not you should be. They are effing hilarious. I definitely recommend you check out their show on HBO. Season 1 is available now on dvd. Or just go download some of their videos off youtube, or their myspace page.
If you have no idea who they are, you have seriously missed out on one of the funniest comedy rock bands ever. I can't say their better than Tenacious D, but it's a really close second.
I just watched about half of this video and had to share. It's a 40 min long documentary they made at South by Southwest in Austin back in 2006. If you like the band you'll love this. It's got a number of their songs performed live, as well as their trademark humor. Check it :)