Phoenix Nights has one in the very first episode, when Brian (one of Peter Kay's characters) realizes that the band are singing a song with very Unfortunate Implications:
Brian: See, nothing offensive, nothing blue. Journalist: No, just racist. [The band launch into the chorus of their song, which goes "send the buggers back"; realization dawns] Brian:Get 'em off!
Also, Keith Lard the fire inspector (also played by Peter Kay) - an overzealous Obstructive Bureaucrat whose inappropriate relationships with dogs are an open secret, though he was cleared by the police investigation. During his fire safety seminar, he draws a plan of how the fire exits of the club should be laid out and... see for yourself.
Funnier still is that there's apparently a real Bolton fire inspector called Keith Laird and some thought the character was based on the real man. Channel 4 had to put an apology at the end of the episode to clear things up.
"There is a horse in my cabaret suite!" It proceeds to get drunk by drinking from the beer taps, and mounts the mechanical bull.