NEW YORK (UPI) - In days of old, comedians had to swipe material by sitting in another comic's audience with pencil and paper ready to jot down the jokes. Today, it's much easier. They just buy record albums. Such performers as Mort Sahl, Peter Ustinov, Mike Nichols and Elaine May, Irwin Corey and Shelley Berman have made some choice bits available on long-play records. The latest to join the trend is Jean Shepherd, a Chicagoan in his mid-30s with a knack for spotting mankind's foibles and expressing them in wildly amusing, perceptive monologues. No sooner did Shepherd deliver a routine about real live old-time Chicago White Sox ball players on "The Steve Allen Show" than he was whisked off to a recording studio to commit that monologue, and many others, to vinyl for Elektra Records. When he's not a guest on TV shows, Shepherd fills about five hours each weekend on a New York radio station, WOR, with his remembrances of things past, monologues against present-day "creeping meatballism," and anecdotal ad libs about the way "things REALLY are." He also invites his audience to write in - if over 21 - for such things as a glossary of favorite GI expressions. His record album contains a very small sampling of his far-ranging approaches to world affairs, literature, politics and South Side Chicago. He even ribs some of the comics who are considered controversial.