Who’s Never Won the Fringe Festival Main Edinburgh Award for Best Comedy Show? October 4, 2012 At the Edinburgh Comedy Awards which of these has never won the main award for best comedy show at the Fringe Festival. Lenny Henry, Steve Coogan or Frank Skinner? The answer is Lenny Henry. Related PagesWhich Sportsman Hasn’t Had A Top 40 Hit?Where are the Brit Awards 2013 Being Held?What will the Royal Baby Boy be Named?Will the royal baby be named Diana?