===Story=== Live, from New York, on Saturday night, it's ''Your Show of Shows'', the classic sketch-variety series from the golden age of live television. This is arguably the funniest volume in ''The Sid Caesar Collection''. Try on The Fur Coat, a domestic sketch that is a perfect fit for Nannette Fabray as the wife who is star-crossed over an expensive fur coat, and Caesar, as her husband who tries to calculate how much her suspect passionate kiss is going to cost him. Caesar and Fabray conduct themselves brilliantly in the pantomimed Argument to Beethoven's 5th. From Here to Obscurity, a movie parody featured in the 1973 compilation film ''Ten from Your Show of Shows'', is, to quote the siren hilariously embodied by Imogene Coca, "a funny one." The mock-Italian sketch The Cobbler's Daughter showcases Caesar and company's genius for dialects. Less successful, but still far out, is Caesar as jazzman Professor Hornsby. Linking these sketches are newly filmed interviews with the show's dream team of legendary writers and performers, including Neil Simon, Mel Brooks, Larry Gelbart, Woody Allen, Carl Reiner, Howard Morris, and Nanette Fabray, who share wonderful backstage stories and reminiscences of creating a live comedy show every week for 39 weeks a year. ''--Donald Liebenson''