You lived in Las Vegas for several years and started your comedy career here in 1990. How much of your current onstage persona is a result of your years spent here? None of it! (laughs) I still had joy when I lived in Vegas. I had hope, a mullet, a world full of mediocre titty dancers and everything was good. All my jokes were stupid, tacky—you know, jerk-off material.

So why did you leave? A chick. Why does anyone make bad decisions? Alcohol and women. But it was a good thing I left, because Vegas … you have to move to get anywhere. Most clubs in most cities will have open-mic nights, and then you can work your way into emcee work, and then get on the road, but when I started there, they wouldn’t touch locals. They’re all major-league shows. The open mic lived in a vacuum, and you never got to see pros work, so you never grew. I didn’t know any better at the time. I didn’t know I was starting in a black hole of comedy. I just did it to see if I could do it.

Do you still follow the Vegas comedy scene? No. In fact, I haven’t even been to Vegas for a couple of years. We just visited for the first time [a few weeks ago], stayed at the Plaza, checked it out. I’ve always loved Downtown, since I was a broke 19-year-old with a fun book full of coupons for free breakfast at the El Cortez or the Union Plaza. … [But] I haven’t been there as much as I would like to. It’s a pain in the ass. I kind of prefer Reno now. I like that stagnant, old school … like the movie The Cooler. And Reno still has that in spades.

[Vegas] just became too corporate and too big. I live my life to avoid traffic. That’s why I moved to a small town. I first moved there in 1986, so it still had a bit of that casino—as in the movie Casino—feel to it. And everything was still wicked cheap. You’d have cigarettes just sitting out on a blackjack table, you’d just help yourself. It was a great place to be young and broke. Now you’re walking for 20 minutes across a casino floor to find a gift shop that’ll sell you cigarettes for $12.

Most people just go there to club. Most people don’t even gamble anymore, because all the young people go there just to go to some f*cking rave at an overpriced club. It looks a little too Girls Gone Wild on the Strip.

You’re well-known for your drinking, onstage and off. Las Vegas’ bar scene has exploded. What places do you plan on hitting while you’re here? Frankie’s Tiki Room. I was in no condition to go there last time we were at the Plaza, but it’s walking distance. That’s what we’re looking forward to. My friend went out while I was on a gambling jag, and found it, said, "This is going to be your favorite bar ever.” He couldn’t drag me off the roulette wheel. We’ll be hitting Frankie’s Tiki Room for sure. And Sunday all day at the Plaza sports book. We’re just going to hang out with the fans and watch football all day.

I understand you’re a huge football fan. Any predictions for the season? I’m a Cardinals fan now, just because no one else’ll do it. I grew up in Massachusetts, but the Patriots had their day, and I was always a Saints fan because they perennially sucked and then they won. And I live in Arizona, and everyone’s from somewhere else. It’s like Vegas. If Vegas had a team, people would root for them second, over whatever cold place they moved from. Now I’m hardcore Cardinals. I switch allegiance easy to a fun loser.

You said, in one of your comedy specials, that comedy should be performed in small venues of around 75 people. Why is that important? Because that’s where laughter happens. It’s when you’re all hanging around in a room together. That’s how laughter spreads like that. Even friends whose comedy I enjoy, I hate watching their specials when they’re in front of 2,500 people. This whole Oddball Tour they’re doing, it sounds like a living hell to have to play outside to a stadium of 25,000 people. Laughter doesn’t work like that, it would ruin all your timing. I guess if you build an act to fit a theater ... but I like to feel like this is a conversation we’re having.

How do you feel about the trend of comedians apologizing for some of their material? It sickens me every time, but generally the comedians who are apologizing, there’s money at stake. The people on TV shows. There’s sponsorship. There’s networks making them do it. Joan Rivers, she said some sh*t about the kids that got kidnapped in Cleveland, [and] she’s like, “F*ck you, I’m not apologizing for anything.” Thank God, but that’s because she has nothing to lose. Sometimes I understand where maybe they had to, but it always bothers me. And you know they don’t mean it.

Did you hear about Joan Rivers today? [We interviewed Stanhope the day Joan Rivers died.] Yeah, I did. I went on Twitter and retweeted a random club that was tweeting my dates, and I went, “Oh sh*t, Joan Rivers is dead. Undo that retweet.” You don’t want to be plugging your dates while everyone’s in mourning.

It’s been a rough couple of weeks for the comedy world. Were you friends at all with Robin Williams? I only met him once, but he did send a complimentary email after I did Louie; he emailed about my episode, and [Louie] forwarded it to me. I thought that was really cool. I probably won’t be doing this bit by then because it will be old, but the email said something like “the Doug Stanhope episode of Louie was the most important dialogue I’ve ever seen on the subject of suicide.” And so I’m making that joke that I like to think that I influenced the great Robin Williams a little in the late stage of his career. (laughs)

Ouch. But I was going to say, your performance in that episode was incredible. I didn’t even realize it was you when the episode started. It was almost like you morphed into someone else. How did I not recognize you? Over the course of shooting it, they made me up to look sicker and closer to death, with the red eyes and sunken black bags underneath them. They literally had to take me from the set to the airport, looking like an ebola patient.

We’re in an age where the minute a comedian debuts new material, everyone has immediate access to it. How challenging is it for you to keep your material fresh? It’s a challenge for me anyway, because I get sick of my material so quickly. I constantly feel under pressure, but it has nothing to do with the Internet, just my own psyche. Mitch Hedberg would have a hard time in this day and age, but you can’t really repeat what I do. And we’re pretty good at policing stuff. Like, if people film from the crowd and put some sh*t up that’s new, I’ll ask them to take it down, and generally they do. They think they’re doing you a favor by putting your new sh*t out there. But I haven’t had a problem. I have bits that are, like, 20 minutes long. It’s not really YouTube friendly.

You strike me as an avid TV watcher. How much TV in a given week do you actually watch, and what do you like? I watch so much sh*tty TV when I’m off the road. I don’t watch that much on the road just because I’m so spoiled by DVR that just sitting through commercials feels like Guantanamo. But at home, I’ll just watch, like, Bar Rescue—I hate myself for loving to hate so much. Ray Donovan is on now, Boardwalk Empire. There’s always one thing that keeps you sucked into buying HBO and Showtime. It’s only on eight weeks a year, and then once it’s off the air, “F*ck it, I got to get rid of … Oh, Ray Donovan’s back on.” And Practical Jokers I love; I love hidden-camera genre anyway, but they’re so f*cking funny. And so genuine. It’s a very unique take. I’ll just watch any dumb sh*t—Dateline NBC, murder mysteries … I think if Bingo [musician/author Amy “Bingo” Bingaman] or I wanted to kill each other, we’d just have a thousand ideas from watching Dateline.

You’ve made no secret of your disdain for awareness-raising campaigns like fun runs and the like. What’s your take on the ice bucket challenge? (laughs) Why is it if you need the money, we have to do something stupid to ourselves? You need the money, you should be the one doing something stupid. Have someone pour a bucket of ice water over your head, and then we’ll give you the money.

You’ve been hanging out with Johnny Depp lately. What’s that all about? I’m not sure what it’s about. He’s a big fan, and wants to work on a TV project. He wants to produce something, and I’m all for it. I don’t know where it goes from here. But yeah, we went to London for a couple of weeks; he brought us up there. I was just playing LA. He flew into town, and we stayed an extra three days at his place. So yeah, we’re talking about doing stuff. ... I’m not in any mood to be famous. But it’s f*cking Johnny Depp, so sure, I’ll work on something. He probably has the same work ethic I do—a lot of great ideas, and we’ll see if we get around to it.

You took him to Target. Had he never really been in a Target before? He’d never been in a Target (laughs). It was really fun, and he dresses just like Johnny Depp, so I think people thought he was an impersonator. Why would Johnny Depp go out wearing swashbuckler-y looks that he has? Johnny Depp hat and Johnny Depp glasses, looking exactly like Johnny Depp at a Target? People didn’t even bother him. Maybe three or four asked for a picture, but quietly. And he had two mountains of f*cking bodyguard guys, so that might have kept people away too.

Did he buy anything? I’m not saying he stole a bandana (laughs). No, he was buying sh*t for his kids, back-to-school stuff for his daughter.

You’re known for drinking onstage. What’s your drink of choice when you’re just relaxing? Generally vodka soda with a splash of grapefruit or sometimes just lemon, preferably with a fresh-squeezed pink grapefruit splash. And I don’t have a brand, but that’s my closer. Popov vodka is my brand. They’re my sponsor, but I’ll drink ... they’re all the same. I wish I was into whiskeys, but I don’t have anything you can play with. I play with mixers. Drinking one whiskey and then trying another, it doesn’t work the same with vodka. If you’re a tequila or rum drinker you can play around. If you can get away with looking like a hobbyist, you start to say, “Hey, try the Fleischmann’s plastic jug. It’s rich.”

Doug Stanhope September 27, 9:30 p.m., $49. Plaza, 702-386-2507.