Okay, time to do my recommended, essential Steve Coogan films/tv for a newbie:

24 Hour Party People
Tristram Shandy: A Cock and Bull Story
Believe: The Eddie Izzard Story
The Mighty Boosh *technically, he just produces but it's awesome.
Steve Coogan Hates Twitter
The Trip
Happy Endings
Hamlet 2
In the Loop
Percy Jackson *The only redeeming quality of this thing is that he makes the best Hades ever...sorry, Ralph Fiennes...