Comedian Louis C.K. expressed remorse for his behavior in the wake of several women recounting incidents of sexual misconduct in a report that caused entertainment companies to cut ties with him.

On Thursday, the New York Times reported accounts from five women who said Mr. C.K. had masturbated in front of them or during a phone call, or requested to do so. While some of the women said Mr. C.K. had asked permission first, some thought he was joking and then were stunned when he proceeded, according to the report. Another woman,...