The host of the show claims that Monty Python made four movies (And Now for Something Completely Different, Holy Grail, Life of Brian, Meaning of Life). They actually made five movies; he forgot about the Hollywood Bowl live film. See more
[on how they came up with the name
Someone shouted out Python and then someone else shouted out Monty which made us all laugh because Monty to us means Lord Montgomery, our general from the second world war.
Oh I see!
I thought it was Monty Sunshine the jazz player.
Yes, Monty Sunshine the jazz clarinetist.