Lots of British TV comedy first saw the light of day as BBC Radio4 productions. So, on the radio side of things, all published by the BBC, I suggest
Cabin Pressure (co-starring Benedict Cumberbatch just before he was famous)
Old Harry's Game (start both of those from the beginning or they don't make sense)
I'm Sorry I Haven't A Clue (the pre Jack Dee era with Humphrey Littleton is decades worth of classic idiocy)
Yes Minister and Yes Prime Minister (TV but also available as audiobooks).
And, modern TV in the same vein, The Thick Of It.