The last episode of that series does if my memory is any good.
It's a comedy history of Britain, there was another for Shakespeare.
https://www.bbc.co.uk/programmes/b09yp1gr/episodes/guide
Philomena Cunk's (not her real name) 'moments of wonder' was originally a mock-u-mentary segment of the Charlie Brooker TV series 'Screenwipe' & later 'Newswipe' which also featured Barry Shitpeas (another made up name) and US comedian Doug Stanhope, I wish they would make some more.
David