“We’re really having a great time, man,” Odenkirk confirms. “It’s fucking insane. I mean, the fact that we got these people together and then people just started being funny the way they were, only some of them better because they have more experience.” He introduces me to everyone at once and a few one by one, among them co-executive producers Mark Rivers, who wrote the Mr. Show theme song, and Dino Stamatopoulos, who is responsible for a number of classic Mr. Show sketches (“The Audition,” “Pre-taped Call-In Show,” “Druggachusettes”).

They’re shooting a sketch in which David Cross is playing a version of himself and his imaginary dim-witted, deadbeat brother/assistant, whom their mother favors. They shot the “David” scenes earlier, and since lunch Cross, in character as “Donnie,” has been rocking what he calls an “American loser” ensemble: cheesy, white guy’s version of a tie-dye; Jamaican-colored hoodie; camo cargo shorts; and hideous “barefoot” sports shoes. After shooting the rest of the Donnie stuff he’s going to have to change his clothes and re-shoot some of the David stuff. He has to study lines now. Odenkirk has to go pick up his son soon—he has two children with his wife of almost two decades, Naomi—and be on the set tomorrow at 6:30 A.M. A week into production, he is already talking about doing another four or six episodes in a year or two. Or sooner.

“We could,” Odenkirk says. “We certainly put this together pretty fast.” The main thing is he wants to do more. “It’s just a fun thing to do, and we laugh our asses off.”

Two weeks earlier, Rolling Stone posted the “40 Greatest Sketch-Comedy TV Shows of All Time” on its Web site. Mr. Show came in third after Monty Python’s Flying Circus and S.N.L. Farther down the list were SCTV, The Kids in the Hall, The Carol Burnett Show, Rowan and Martin’s Laugh-In, and a number of series heavily influenced by Mr. Show: Portlandia, Inside Amy Schumer, Key & Peele, Tim and Eric Awesome Show, Great Job!, which Odenkirk helped get off the ground.

Another of *With Bob & David’*s producers, Naomi Odenkirk, is also on set. She manages her husband’s career and represents younger comedic talent, like Jenna Fischer (The Office), Bobby Moynihan (S.N.L.), and Bill Hader, who was discovered while working as a production assistant on a short film Bob made in 2003 starring Fred Armisen. Ms. Odenkirk coached Hader before he auditioned for Lorne Michaels, who quickly hired him on S.N.L., where he thrived for eight seasons. Kristen Wiig, a client for 12 years, got her start as a babysitter for the Odenkirks before becoming an S.N.L. cast member and movie star.

Naomi Yomtov booked comedy acts in college and worked for rock promoter Bill Graham before moving to L.A. in the early 90s, when the alternative-comedy scene was crackling. As an assistant at William Morris, she hit the alternative-comedy clubs three nights a week. David and Bob caught her attention right away. She was a regular at the live shows they were doing with an eye to getting HBO’s attention.

After watching him perform for nearly two years, Naomi summoned the nerve to talk to Bob after a show one night. He asked for her number, called six weeks later, and in 1997 they got married, six months before the third season of Mr. Show. In 2001, she spent $90,000 to self-publish an exhaustive history (Mr. Show: What Happened?!). Ms. Odenkirk loves how Bob and David’s sketches are packed with ideas, textured, layered, and often so intricate it’s hard to encapsulate what happens in them. Structure was always important. As with Monty Python, Mr. Show sketches were linked, each scene segueing into the next. It was as important for them to be smart-funny as it was to be well built. There would be a premise or a core idea and then a twist—from silly to surreal, angry to hilarious, then maybe another turn into the realm of “meta” anti-humor, a moment of pathos, and back to smart-silly. “There was a trust in the audience that it didn’t need to be boiled down to just some essentials,” says Naomi. “Instead, there could be multiple observations.”