Visions and Marvels of the Christian Religion (1992)

All the characters are in hell, but they act as though the are in a sitcom, with canned laughter. It's based on Arcana Celestia by Swedenborg, a Swedish esoteric theologian from the 18th Century who started seeing ghosts, angels and demons around him. Instead of seeing a physician about it, he accepted the fact and began studying and interviewing his own hallucinations, like an anthropologist. He was convinced that people in hell are happy, because you find what you want there.

Unfortunately the movie Visions and Marvels of the Christian Religion is not yet available on HBO Max.