The pilot episode refers to Mighty Boosh Television pilot which was directed by Steve Bendelack, and a large portion of the pilot episode was used in the actual series, in the episode Tundra. The pilot had a live audience because there had been doubts as to whether the successful stage show could translate to the screen, but the actual series did not.
Howard and Vince find themselves searching for the Egg of Mantumbi in the unforgiving arctic tundra. The egg is a priceless relic guarded by The Parka People, a race of people who are small and wear parkas. But there are other characters in the icy nothingness, like the polar bear who loves sledging but doesn't like Gary Numan, and Black Frost, the deathly chill that makes Jack Frost seem like a "warm cardigan".