Help identifying a Mockumentary.

This was on cable TV, in the 80s or 90s. British-made.
It was a parody of those “documentaries” about UFOs, the Loch Ness Monster, & whatnot.

I recall a line. The narrator (British) has been implying that the Loch Ness Monster was a Nazi sympathizer, or even a double agent for Germany.

The line:
*Nessie? Nazi? The ball’s in your court. *

It then cut to another segment.

Can you identify the show?

It’s title may have included the phrase “…go off at Loch Ness.”

Incident At Loch Ness?

Pretty sure this was a sketch from Amazon Women on the Moon.

ETA: Actually, that was Nessie as Jack the Ripper.

Also, contemporary evidence suggests Nessie was an Ally.

Aye, that was my thought.

I’ve never heard of it, I just googled ‘loch ness mockumentary’ and it was the first result.

Ah, I own it. I’m a huge fan of Werner Herzog, ever since Fitzcarraldo; I had never before seen madness on the silver screen like that and I was captivated.

No.

I recall them two main characters were named Phil and Arthur.

Was it Arthur and Phil Go Off to Loch Ness? http://www.imdb.com/title/tt2486894/?ref_=fn_al_tt_1

https://www.google.com/search?safe=off&q=arthur+phil+loch+ness&oq=arthur+phil+loch+ness&gs_l=serp.3..0i22i30.71356.79383.0.79783.33.27.6.0.0.0.188.2781.17j10.27.0....0...1c.1.32.serp..1.32.2695.oekXexTE6Fw

BINGO!

Does this exist on home video?

Here it is on YouTube. I saw this on PBS (I think) years ago and it was pretty funny. Apparently it’s a series and Loch Ness was just one episode.
http://youtu.be/foe8ZiCLTk4