In the democratic west we have a lot of freedom. Satirists can openly make fun of the government without suffering any negative consequences except maybe some outraged commentary in the media and the private cursing of their targets. But political comedians in countries that don't have such entrenched traditions of freedom of expression often have a much rougher time of it.
Here's a good article on the subject that lists some truly brave comics who risk a lot more than criticism when speaking (funny) truth to power.
Here's a good article on the subject that lists some truly brave comics who risk a lot more than criticism when speaking (funny) truth to power.