Tracey Takes On... (1996)

Tracey Ullman plays a whole repertory of characters in this HBO series, which built each episode around one subject and cycled her creations through it. The disguises are uncanny, but what makes it work is that she plays them as people rather than impressions, so each topic becomes a little set of character studies. It won the 1997 Emmy for Outstanding Variety, Music or Comedy Series, beating Letterman and Leno. Choose it if you like slower, character-driven sketches with an actor's precision, rather than quick-fire gags.