1999's Áramótaskaup, an annual 50-minute TV movie, satirizing the events of the past year.
Streaming availability for US region, via JustWatch.

John Mulaney: The Comeback Kid
2015

John Mulaney: Kid Gorgeous at Radio City
2018

Comedy Central Roast of Bob Saget
2008

Larry David: Curb Your Enthusiasm
1999

Comedy Central Roast of William Shatner
2006

Dave Chappelle: Killin' Them Softly
2000

Psych: The Movie
2017

Comedy Central Roast of Bruce Willis
2018

The Five(ish) Doctors Reboot
2013

Louis C.K.: Hilarious
2010