Corky and the Juice Pigs are in fact a real group, not made specifically for television.
Corky and the Juice Pigs are Canadian and consist of: Phil Nichol, Greg Neal and Sean Cullen.
Phil plays the guitar, Greg is just whacked and Sean is the lead vocalist and produces most of the celeb voice impressions.
Formed back in the late 80's, they toured around Ontario and then across Canada, eventually breaking into the US. They are currently on hiatus after numerous albums and obnoxiously funny live gigs.
Because so much of their act is obviously improvised, sometimes it gets pretty strange, but they manage to bring you back in with a new laugh right away. National favourites consist of Eskimo, as well as Americans.