Steve and the Aliens

Steve is an ordinary you man working at the DMV who gets kidnapped while doing a number two on an abandoned road, because the aliens took that as a sign of intelligence. Which explains the anal probing, as they think that, humans keep their brains in the rectum. Having no prospects on Earth , Steve decides to stay with the Aliens after they take him on board as a pet, and in each episode they will discover a new fascinating world, which Steve will manage to destroy in one way or another.

One particular episode is "Donkey Jesus".
Steve and the aliens land on a planet where they religion started in a similar way to Christianity, only when their god sent the holy spirit to impregnate a virgin woman, a donkey got in the way, and..donkey Jesus was born.