It just fun situational comedy. All Improv all the time. I'll go through this week and find my favorites, most of which are Andy Daly, Paul F Tompkins, James Adomian ones.
Just go to the earwolf site sometime when you are bored and find guests you like and try them out.
listening to the Bob Odenkirk, Matt Besser Pope episode right now, him as the Pope is absolutely hilarious. Breaking Bad talk is always good as well.
http://www.earwolf.com/episode/breaking-bread/