Found it. This WAS an Albert Brooks movie!
Looking for Comedy in the Muslim World is a 2005 film starring and directed by Albert Brooks. It was shown at the Dubai International Film Festival.
Synopsis
Albert Brooks, a Jewish-American comedian, is asked by the United States government to travel to India and Pakistan to find out “what makes Muslims laugh.” References are made to Brooks’s earlier films, including Finding Nemo, Lost In America and Defending Your Life, along with his earlier stand-up comedy material.
Upon reaching India, Brooks begins interviewing Indians and gathering material for the 500-page essay expected of him from the government. He is aided by two agents (who actually help very little) and an Indian woman named Maya (Sheetal Sheth), who was hired as his assistant.
Brooks’ interviews and a failed stand-up performance begin to attract the attention of the Indian government, who fear he is a spy of some sort. Unable to get a visa, Brooks illegally enters Pakistan for four hours to interview several fledgling Pakistani comedians, the Indian government becomes even more paranoid, increasing border control. This action causes alarm to Pakistan, who responds with security measures of their own.
As tension between the countries grows, the American government orders Brooks to leave the country and return to America. It is later said that the tension between Pakistan and India is resolved after they learn that everything was Brooks’s fault. It is also revealed that Maya sent what was written of the report to Washington, but it received no recognition.
So, they DID steal the idea from someone else. Naturally, since liberal Democrats have no ideas of their own................