A whole bunch of stuff that has found its way onto youtube.com. There's loads of stuff if you go looking, but here's a few to get you started.
Lee & Herring Reunite At Tedstock - February 2007
Lee & Herring Reunite At The Lyric, Hammersmith - November 2008
"Don't Get Me Started" Documentary - September 2006
10 Minute Set at Montreal Festival, 1997(?)
Stereotypes Discussion - "This Week", BBC2 November 2005
The Joe Pasquale Routine - Edinburgh & Beyond 2006
Commenting on "Skins" on Charlie Brooker's Screenwipe - March 2007
Interviewed by Des O'Connor & Melanie Sykes - January 2005
Interviewing Ted Chippington for The Culture Show - BBC2 - 3rd Feb 2007