NEW YORK (NEA) - "Humor's last repository," says Jean Shepherd, "is records." And Shepherd, a very funny gentleman, has joined the increasing list of humorists reposing on record. His Elecktra album, "Jean Shepherd and Other Foibles," will be available any day. (He hates that title by the way.) Shepherd says he talked about this with S.J. Perelman (who also has a record) not long ago. And the two agreed that humor on records is virtually a new form of literature. "With records," says Shepherd. "we are preserving the humor of a generation. It'll be valuable in years to come." There's an increasing list of comedians and humorists now available - everybody from Mort Sahl and Shelley Berman through Peter Ustinov and Buddy Hackett to Mike Nichols and Elaine May. Shepherd's material, all of it, lends itself best to records, because of late he's been mostly on radio and thus shuns visual comedy. The record is therefore self-sufficient. He's a Chicagoan, who had been an actor before he concentrated on humor. And he had a TV show in Chicago when he decided to invade New York. "Somebody here," he says, "got me a job on radio. At the time I wondered if I could do humor without any visual appearance. By now I'm so identified with radio that people ask me if I could do my material on television. I have to tell them that I was on TV before I was on radio. Like so many of his fellows, Shepherd insists on being called a humorist rather than a comedian. "I don't use gags," he says, "Humor has contemporary allusions, not gags. Thus I am a humorist, not a comedian." Whatever he is, he's funny. And you can listen to the best of his stuff in the comfort of your own home now. He's the latest addition to the library of funnymen you can get on record.