I was properly introduced to Steve Coogan and also Rob Bryden through their movie The Trip.
Some B roll impressions from The Trip and maybe the follow-up movie(s): https://www.youtube.com/watch?v=mB3eSud1_Cs
Michael Caine impressions by them: https://www.youtube.com/watch?v=HFIQIpC5_wY
Even more impressions from them and probably shows their breadth the best: https://www.youtube.com/watch?v=uWJTcblS4KI