I have searched the US Copyright Office (
http://www.copyright.gov/records/) and find 2 documents registered around 1984. The documents refer to the radio script and not the video as shown (I think it was "The naughty 90's).
Abbott & Costello Enterprises has the copyright for the "Colorized version"
acTwentieth Century Fox Film Corporation, and CBS Worldwide, Inc. has the copyright for all cinematographic material excluding preexisting television screenplay.
You can do some more searching to be sure, but it looks like there are no CURRENT copyrights to this skit--The one that appeared on TV--that you are interested in performing.
I can do some more searching if you wish, let me know.
I hope this information helps