So for this segment of female comedians I found music videos. Have fun!
So Julie Brown is kind of the queen of this genre. Here's a segment from her spoof of Madonna's Truth or Dare. Another one I recommend is Trapped in the Body of White Girl.
I think Gilda Radner is spoofing Patti Smith in this one. Candy Slice and The Slicers singing about Mick Jagger.
This one I found on accident but I love it. Margaret Cho directed the music video. Its Margaret Cho and her friend Diana Yanez as the characters "Maureen and Angela". At least thats what I've pieced together from youtube. If anyone knows more, tell me!
I only recently found out about Judy Tenuta. Some of her stand up seems more like performance art than comedy. I'm a big fan!
And of course Sandra Bernhardt