The first episode of new Amazon Prime Video series Forever is bookended by two oddly beautiful scenes.

It opens with a montage that's basically the same as the one from the movie Up: a time lapse of a relationship from beginning to end, only this one gets stuck in middle-aged domesticity, the same moments repeating like a broken record.

It closes with Fred Armisen's character skiing clumsily down a beginner's slope to the soundtrack of the exquisite Vashti Bunyan deep cut, The Coldest Night of the Year.

To say it's a melancholy comedy about mid-life, middle-class malaise with a very tastefully curated soundtrack (that opening montage is all to the tune of a Miles Davis number) would be accurate, though it wouldn't quite tell the whole story.

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But then, this is the kind of show you want to go into knowing as little as possible.

Maya Rudolph (Grown Ups, Bridesmaids, that pun-filled ad for laundry detergent that's on at the moment) stars alongside Armisen, reprising an onscreen partnership that includes a classic Saturday Night Live sketch in which she played Beyonce and he played Prince.

This time they are the slightly more introverted June and Oscar Hoffman, a 40-something couple married for 12 years and stuck in a rut of nice but boring domestic rituals.

As the opening montage so effectively illustrates, they have been going to the same lake house, enjoying the same lovely dinner of trout and seasonal veges for years. So when June suggests what if this year they go skiing instead, it comes as a fairly radical act.

Comedy powerhouses Rudolph and Armisen make the most of their roles as two of the most boring people in the world. "What do you think is the best activity of all time when you have exactly half an hour?" June asks in the car when they're a half hour from the slopes. The obvious answer is suggested well down the list, and gets vetoed anyway – "feel like 20 minutes tops" for that, she says. Eventually they both agree the answer is to eat a large McDonald's fries in bed then fall asleep.

You get the impression during the first episode that June is getting bored, or at least more bored than Oscar, with the relationship. When he hits the beginner's slopes to renew his skiing rivalry with a dreadful 10-year-old snow brat, she starts chatting to a bloke from Vancouver in the bar, he buys her a drink, and you feel like you know where this is heading. Only you're probably wrong.

The work of Master of None co-creator Alan Yang and 30 Rock and Parks and Recreation writer Matt Hubbard, Forever is a series that skilfully wrong-foots its audience repeatedly over the course of the season, and somehow manages to get both funnier and more poignant at every turn.

Apart from that, the less you find out about the next seven episodes, the better.

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• Forever is streaming now on Amazon Prime Video.