Yes, I think we all know Jay! Hi Late Show used to be shown in the UK and he's been in "Last Man Standing". Plus, every so often, his "Gargae" series is on in the UK.
In fact, when he was at what I guess was the early height of his stand-up carear, (1980s?) he used to regularly appear on The Des O'Connor Show, over in the UK (Any UK guys remember that?) He used to be hilarious then and Des used to be out of control laughing!