In Season 2, Odenkirk and Cross continue to portray characters in various loosely connected sketches including: a musical send-up of 'Jesus Christ Superstar'; a spoof on the Freemen in which 'Mr. Show' is declared 'a sovereign nation'; and more.
In Season 1, Odenkirk and Cross portray a variety of loosely connected characters in a montage of hilarious sketches, including a spoof of the O.J. trial involving the Pope; a high-seas gay porn film; and much more.
In Season 3, sketches you'll see include David coming out of the closet to admit, 'I'm bald'; a member of the cult 'Heaven's Chimney' encouraging audience members to eat poison s'mores and Kool Aid; a 'lost' episode of 'Mr. Show'; and more.
In Season 4's scenarios, Bob catches David high on 'medical marijuana'; Bob reads racy literature to blind Karen. Later, we find out that Karen isn't blind, that David is, and that Bob is gay; and Bob screws up on a kidnapping.