This one was as funny as his other outings ... if you like him, you'll like this one. I find him to be hit-or-miss, but with more hits than misses. But that's not what I wanted to mention.
Rock has a verbal tic that doesn't work for me: he likes to repeat himself. He'll say something, then he'll say it again, and sometimes he'll say it one more time. I usually heard him the first time, so I get annoyed at the repeats, which just prolong the wait until the punch line.
Well, Kill the Messenger was filmed at three different shows in three different countries. Rock has a different outfit on for each of the three shows, and the video blends all three of them, so in the middle of a bit on, say, George Bush, he'll start off talking about Bush to people in London, then he'll continue talking but he'll be in South Africa, and he'll finish his riff from New York. I have no idea why they did this ... didn't add anything to the show from my perspective, just distracted me from the things that were making me laugh, which is why I watched in the first place.
But ... and if you read the above you should be able to figure out where I'm going with this ... the one thing that is more annoying than repeating something three times is repeating it three times in three places wearing three different outfits. My vote is that next time, he hones his act on the road as he always does, and then they film one and put it on HBO like they usually do. No need for three concerts squished into one ... it was like reading a paper from a student who makes the word-count requirement by saying the same thing several times.