Dunham, who set yet another Comedy Central record last month when the premiere of his new series drew an audience of 5.3 million viewers, just inked a deal with AEG Live and Caesars Palace that makes the resort and casino’s Colosseum his exclusive Vegas venue.

Under the terms of the exclusive agreement, the comedian will make at least six appearances at Caesars through the end of 2010, with the first two set for next month.

Dunham and Comedy Central will help kick off the holiday season Thanksgiving Day with a day-long marathon of his stand-up specials and episodes of “The Jeff Dunham Show.”

Besides his upcoming Vegas dates, the comedian’s busy tour itinerary includes December stops in Alabama, Tennessee, Georgia, and North and South Carolina.