A stand-up video of Eddie Izzard available on VHS and DVD. The latter (along with the DVD of Dress to Kill) also contains footage of the (arguably better) Dress to Circle, which features Eddie Izzard performing nearly an hour's worth of stand-up comedy in French. The impressive part is Izzard's Indian, English and American accents, all spoken in French.
The main video (Filmed in America) is filmed on better cameras in front of a much bigger audience with a lot of people in the credits, which kind of shows how America does things bigger in general. It was filmed in New York on the 26th of June 2000.
The video shows how Izzard was clearly gaining popularity in America at the time, but it's still nice to watch the earlier ones which feel somehow more real, as they are less professional. Either way you're pretty much guaranteed to laugh all the way through it.