E-mails are asking me about what I described as his "sadly-underdistributed CD." It was called Shelley Berman Live Again, Recorded at the Improv and no, I don't know where you can get a copy, except that it turns up occasionally on eBay. But then, what doesn't? It was recorded at the Improv in Hollywood on February 9, 1995 in front of a star-studded (well, me aside) audience. If you can find a copy, it's really quite wonderful.
Berman did about an hour, not all of which made it to the CD — but all of it was good enough to have been on there. It was a nice mixture of new and old material, all of it delivered with enormous expertise. Harvey Korman was sitting next to me and he was laughing so hard, I don't think he heard half of what Shelley said.
Which reminds me of the one truly funny line of the evening that didn't come from Shelley Berman. When he finished, the audience (mostly comedians) stood and cheered him and then almost everyone began to file out to join Shelley in the bar area and compliment him. But a few people stayed for the next act (at the Improv, there's always another comedian going on) and the guy who was stuck with following Shelley that night was a funny guy I've worked with a few times named Kevin Meaney. He gets up on stage as most of the crowd is leaving and yells towards the bar: "Hey, Shelley! Thanks for opening for me!"