Thank you for all the great suggestions! More media to ingest is always handy. I want to clarify that when I said "new", I should have said "new to me". If there is a great classic along these lines that you don't see mentioned here, mention it! Even if there is some overlap with ones everyone has seen it would still probably produce fruit, so don't be shy.
I think the key thing that lifts Coogan's performance above the bumbling idiot category is how fully inhabited it is. The character is really fully conceived, and the texture of his life feels painfully accurate. Elsewhere on the board, harris (I think) compared Coogan to Will Ferrell, and I was surprised by that comparison, although I can see why he would make it. They're both prepared to be goofy, and really committed to their performances, but ultimately Alan Partridge is much more a living, breathing creation than any of Will Ferrell's characters.
I agree with you Bryan and was thinking along similar lines. It seems it is even easier to miss what Coogan is doing with Alan Partridge because it is such a subtle, multi-faceted character, acted skillfully. The best laughs are found down underneath all those faces, so someone who didn't know what they were watching could conceivably just dismiss the whole thing based on that misunderstanding of its complexity. Even KMKYWAP, perhaps the more superficial of the shows, when revisited after IAP, has this depth. I totally love that kind of convoluted context, but I could understand someone not picking it up. Also, obviously, it's British, which I think cements a certain prejudice in most peoples heads to begin with. Unfair, but PBS made it true.