Last Week Tonight with John Oliver, on HBO, Sundays at 11PM (or so)
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I don't get to watch this on HBO, but luckily I can at least see clips of it online. And it's hilarious and insightful and sheds light on a lot of important issues. It's hosted by John Oliver, a previous contributor to The Daily Show, to which this show is very similar. Anyway, I guess there's really nothing more I can say. The show's just really great.
There are also some web exclusive shorts.