FUN CINEMA FACT: This act almost got Martin the role of Quato in Total Recall, but the deal fell through when it was decided to take the film in a more action-oriented direction.
It has to be WAY out of print by now, but try finding a copy of his book "Cruel Shoes", which he published around the time "The Jerk" came out. It has a pretty good-sized cult following (there's a used bookstore in my city where the owner---a fan of the book----makes sure there are at least 3-4 copies in stock at any given time) so I'd imagine you can find copies both cheap and plentiful on Amazon or Ebay, but if you don't want to be bothered, the complete text can be found here:
The hard copy is worth it though just for all the awesome pictures of Steve writing the book and progressively getting drunker and drunker in each pic. The stories themselves are almost like old B. Kliban comix without the pictures.
This was from the very last week of Johnny Carson's Tonight Show by the way and it was shocking THEN how funny it was. He was already well down the path of hackery by that point.