Open Culture describes a bit of the show’s history:
John Cleese plays a cash-strapped Prince of Darkness in this classic sketch from The Frost Report, the show that launched Cleese as a television star in Britain. He was 26 years old at the time. The program was hosted by David Frost, who is perhaps best known for his 1977 interviews of Richard Nixon. There were four other future Monty Python comedians on the writing staff of The Frost Report–Graham Chapman, Terry Jones, Michael Palin and Eric Idle–but only Cleese was a cast member. The show was broadcast in 1966 and 1967, with each weekly episode centered around a particular theme, like love, leisure, class and authority. The ‘Souls in Torment Appeal’ is from a March 24, 1966 program about sin. It’s a funny sketch.