This is what we found on Wikipedia regarding the Neil Hamburger:

Neil Hamburger is a standup comedian and singer character created and portrayed by Australian-American entertainer Gregg Turkington. Distinguished for his misanthropic jokes and anti-comedy style, Turkington has released a number of albums as Hamburger and has appeared as the character in various films, television shows, and other media. In 2015, the act inspired the feature-length film Entertainment, which stars Turkington as a "variant" of the character.

Turkington developed the character in the 1990s and originally envisioned the concept as a "weird recording project". It originated from a prank call that had appeared on the album Great Phone Calls Featuring Neil Hamburger (1992). He followed the LP with three more albums issued on Drag City Records before he began receiving offers to perform as the character for live shows. His albums Neil Hamburger Sings Country Winners (2009) and First of Dismay (2014) feature original songs and cover versions backed by "The Too Good For Neil Hamburger Band".