Does anyone remember this program from the 2000s?

My memory is very vague but it was a late night/early hours comedy with one episode they sort of reenacted fight club. I particularly remember the ending skyscraper scene. I think they used puppets or something, but I can't really remember. It had a sort of unique, authentic, maybe slightly childish humor. I think there was a guy in his 20s maybe with black short hair.