Here's a few off the top of my head.
Bottom: Old but as funny as hell.
(It's not a race horse it's a knight...)
Blackadder: Once again old but really entertaining.
(I heard it started when a bloke called Archie Duke shot an ostrich when he was hungry.)
The mighty Boosh: If you like your comedy with a tough of the surreal then this is right up your street.
(Bob fossil explains why he can't go for that.)
Megafactories: Especially the episode about how they make lego.
I'm Alan Partridge/knowing me knowing you: Not for everyone but in my opinion a bloody good show, should be given a try at least once.
(Micheal, I've got the pistols!)
Terry Jones's medieval lives: A very informative yet entertaining series that sheds some light on how people in all branches of medieval society's lived their lives and brakes long held stereotypes about the middle ages. You can find this one youtube.