I mentioned this before but it's too good not to remind you again and maybe again…
When one of my favorite comedians Lewis Black tours, he does his show and then he does an extra show that is broadcast over the Internet. It's a video podcast that runs 20-30 minutes and some weeks, he has three different ones up on his website, The Rant Is Due. This seems to be the only place you can see them at the moment.
You can watch live but that's not easy since the start time can vary depending on when he finishes his regular performance. Then a day or two later, the recorded shows are available on the site and they remain up there for a few weeks before they're deleted. I have no idea if they'll ever be available again.
Usually, it's just Mr. Black answering questions submitted over the Internet or by the live audience but the newest one, which is there right now, is a 27 minute conversation with Tommy Smothers. You might want to give it a watch.