Boston's Louis CK has a new show on his website, but he's doing things a little differently with this one. To quote his site: "No DRM, no regional restrictions, no crap. You can download this file, play it as much as you like, burn it to a DVD, whatever."
This is an adult show with adult themes. Not for children. 18+
https://buy.louisck.net/purchase -- $5 for the show. 1.2Gb download with accompanying Ogg Theora stream available.