Spike Milligan is most associated with the Goons (aka The Crazy People) they are:
Peter Sellers appeared in various radio shows, films and television shows. He is most well known as Inspector Clueso.
Harry Secombe appeared in Oliver!, as well as various films, radio shows, etc.
Michael Bentine only appeared in the first series of the show.
Although the Goons was a radio show (and as such is available on cassette, CD and vinyl), it had various TV spinoffs such as the Telegoons, the Q show and the Fred Shows.
Spike Milligan appeared on various TV and radio shows. His books include the War memoirs. Unseen work was published as Box 18-The Unseen Spike Milligan