Bill Maher. Entourage. True Blood.
There will be a few issues with getting such content onto Zune Marketplace and that is A: Licencing from HBO themselves, and B: the fact that much of these shows have violence, nudity, and or swearing, and lets face it, we love it when naked people swear at each other.
I think it would be a huge addition to Zune Video though, I mean, everyone has Southpark and stuff like that, but offering HBO would be a massive thing, and not just for Zune users but XBL users as well!
Just your local furry.
Survivors of the great Y2K9 Crash:
http://www.youtube.com/watch?v=foUw0RTlLAo