There is a 2009 DVD release called: Just For Laughs Vol. 5: Over The Edge

Filmed in Canada, during Just For Laughs, there are a number of online databases that list Jimmy as featuring on this compilation.

Example – IMDB

Over the years Jimmy participated in several Just For Laughs TV and DVD productions – but I can find no concrete evidence that he was involved in this one.

Discogs have a detailed tracklist and no mention of Jimmy. Nor is there anything on this DVD Talk review.

Afraid I’ll have to “fact check” this one.