My old buddy Mike Sacks — a research editor at Vanity Fair who you may also know from such blogs as Photos of TV and other work for The New Yorker, McSweeney's, Vice, GQ, and Esquire...and Women's Health — has done a bunch of interviews with comedy writers over the years and collected them in a new book. And Here's the Kicker… Conversations with Top Humor Writers About Their Craft features in-depth discussions with Buck Henry, Stephen Merchant, Paul Feig, Bob Odenkirk, Robert Smigel, David Sedaris, Al Jaffee, Allison Silverman, Harold Ramis, Mitch Hurwitz, Jack Handey, Dave Barry, Roz Chast and many more, with an introduction by Adam McKay (Anchorman, Talladega Nights, Step Brothers, awesome).Check out some excerpts and more info here, and then go pick it up at the bookstore that is nearest to your house.
I also recommend Mike's interview with Tim & Eric (pictured at left) for The Believer, and you can explore more of his writing at mikesacks.com.