This is easily one of my all-time favorite comedy pieces. Mr. Show with Bob and David was an incredible comedy sketch show that ran on HBO for four seasons. I caught a marathon of episodes late one night back then, and I was completely hooked.
Unfortunately, most of the clips you find on-line don't do the show much justice. Like Monty Python's Flying Circus, it was set up so that each skit just flowed into the next. Do yourself a favor and buy one of the Mr. Show seasons on DVD.
And remember, you can eliminate your bag clutter at home by buying "Bag Hutch"!