At the Athenaeum Theatre in Chicago recently, Tim Heidecker and Eric Wareheim start their sold-out show by bombing.

Wearing gaudy satin shirts and head-mounted microphones, the duo pump up the crowd with a chant and promise them “a fully improvised Tim and Eric experience.” Instead they get false starts, drawn-out silences and an emergency huddle in which Mr. Wareheim confesses to panic-induced diarrhea. The audience howls with laughter and cheers.

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