OK, this clue should give it away: television. His first TV show is on DVD. So is his 2nd or 3rd depending on how you count. There are 8 volumes so far of each show, with 4 shows per volume. He has appeared on the Tonight Show more often than Rodney Dangerfield. On his first Tonight Show appearance, Steve Allen was the host. And Johnny Carson hosted his last Tonight Show appearance. After he appeared on the first David Letterman show, he has appeared on David Letterman exclusively. He never appeared on the Tonight Show after Jay Leno took over. (Maybe he is miffed at NBC for cancelling his show
) Anyway, his last show was on cable. A bit a trivia: he was on Hollywood Squares as a guest star one week.
Sure, he wrote some books, produced some films, won the usual handful of awards, yada, yada, yada. But it is television where he made his mark. He is now more or less retired.