My friends and family always thought I was pretty funny, but I don't know if they thought I was get-my-own-show funny.

You think you're going to be on TV a year out of college and you're not. Then you tell people and it's embarrassing. And then it's not a big deal at all.

My friends, we all improvise together usually. So we write what I think is a good script but always leave a lot of room to find stuff on the day; and we always do find something. That's the advantage to having actors who are, in their own right, writers.

Oftentimes the shows that don't work help you get it right.

Mel Brooks came to see Oh, Hello in L.A. Mulaney and I had a meeting with him, and we invited him to come to the show, and he saw the Oh, Hello show live in L.A. To me, he's the most famous person. Having him come to our show that was so inspired by both of us loving The Producers and all his movies.

People want to consume what you're putting out there, and you can create a really strong following of fans and admirers, and people who are invested in your career and your comedy.

It was sort of in the jam-band era and it was at the Capitol Theatre in Port Chester [New York], right where I grew up. I actually went back there a couple years ago when I was on tour for Kroll Show. I performed at that theater, which was really cool to go back to the first place I'd gone to a concert.