A friend from England taped some of these episodes and sent them to me years ago, and I nearly died laughing. I was thrilled when the BBC finally made them available for purchase in the U.S. I immediately bought a copy for myself and two more for friends.
Andy Hamilton, who wrote and stars in all these episodes as Satan, is PERFECT for the role. His voice, accent, attitude and delivery are unique and side-splittingly funny. (You can sample clips on YouTube.) I and my best friend have listened to this entire set several times, and frequently have to pause the CD because we are laughing too hard or just want to hear that bit over again.
The characters make frequent references (nearly always very cutting) to various political and pop figures in the U.K. You do not need to know who the person referred to is (you often will) to appreciate the joke. If you do recognize the person, it is just that much funnier.
Series 1 and 2 are slightly less funny as the characters are working themselves into the roles. Then when they hit their stride, and Scumspawn becomes Satan's chief assistant, and later the scolding historian Edith enters Hell, they are off and running and hold on to your sides to prevent them from splitting.
My only complaint is that there are not more of these episodes.