I'm not going to post any YouTubes of the Cody Rivers Show, because video makes live theater look unfunny and irrelevant, and the Cody Rivers Show is the exact opposite of those things.
Instead, some reading:
Here's the piece Lindy West wrote about the Cody Rivers show when they were awarded the 2009 Stranger genius award for theater, and here's an interview the AV Club did with the two performers in last month.
I've seen these guys three times now. I plan to see them a fourth. Highly recommended. (Tickets here.)