Albert Brooks doesn't need to look for comedy in the Muslim world, because they're dishing up some real bombs when it comes to jokes.
From memri.org (full article and here)...
An article in the Saudi Gazette of June 21, 2005, titled "Saudi Suicide Bomber was a Comedian," reported that one of its on-air employees was martyred in a terror attack in Iraq: "Al-Majd channel acknowledged this week that Saudi suicide bomber Muhammad Shazzaf Al-Shehri, who attacked the Al-Hamra Oasis Village compound in Riyadh on May 12, 2003, was a math teacher and a hired comedian for the television station."
It further stated: "Just as the Ministry of Education was shocked to be informed that one of their own mathematics teachers was a suicide bomber, and just as King Saud University was also shocked that one of its former students and associates was a suicide bomber, Al-Majd channel also is shocked that one of its freelance comedians was a suicide bomber."
Responding to claims that Al-Majd is a "hatching ground for terrorists," a statement by the network defending the channel's integrity, as reported in the Saudi Gazette, explained: "The programs on the TV screen will speak out our innocence."
(Note: There's an interesting similarity between the name of the station in question and "Mad TV.")