Twice recently, working very late, I've heard this guy on the radio who does fake interviews. Never caught his name, but he plays both the interviewer and -ee, and he's really good. The interviews proceed without any cues whatever that they're not with real people, and they just get stranger and stranger until you're wondering if you should call the radio station or maybe the police.
Last time I heard him, he was interviewing a "former NASCAR driver" who taught regular folks racing techniques so they could do things like "draft" behind 18-wheelers. Paraphrasing:
NASCAR driver: I even taught this wonderful 75-year-old woman how to draft in her Oldsmobile, and she couldn't stop talking about what fun it was.
Interviewer: Sir, this 75-year-old woman . . . Is this the grandmother who was killed when she missed a curve and became airborne while drafting behind a semi-trailer at 90 miles an hour?
NASCAR guy: Well, that's the only problem we've ever had. Safety comes first with us--
Interviewer: Sir, did a 75-year-old grandmother, using your driving techniques, burn to death when her car became airborne, crashed into a culvert, and exploded in flames? Did that happen?
NASCAR guy [meekly]: Yeah, Granny caught some air.
Interviewer [dripping scorn]: Granny caught some air.
NASCAR guy: Unfortunately.
Update: His name is Phil Henry. This site has some info, but there's surprisingly (to me, anyway) little out there about him.
Update II: As a reader going under the name "Walter" informs me, the guy's name is actually Phil Hendrie, and far from there not being much about him on the net, there's infinite tons, beginning with his own site, on which, in the tradition of radio guys everywhere, Hendrie modestly calls his show "the greatest show in the history of radio."