In “Underground Tape Railroad,” a 1998 ad-parody sketch that appeared during the final season of “Mr. Show with Bob and David,” eager college kids swap underground tapes of amazing real-life scenes—a kidnapping ransom call, an angry drunk guy giving directions, “a guy who falls out of an airplane onto two elephants who are fucking.” In a voice-over, Bob Odenkirk, as a pitchman, says, “But you always have to know someone to get them!” The Underground Tape Railroad is the solution: a college student hand-delivers gems like “Train Hits Dumbass” and “Wyckyd Sceptre Party Tape” to your dorm room every month.

In the eighteen years since it débuted on HBO, “Mr. Show with Bob and David,” created by Odenkirk and David Cross, has been like those underground tapes. Jarring, daring, and freewheeling, “Mr. Show” had sketches about shaming rapists and cloning Hitler, but also about novelty-song monster parties and a teen-age, Kiss-loving Dalai Lama. It hit a certain mark so definitively that you had to tell your friends about it and thrust it into their hands. Fans who had HBO taped “Mr. Show” for people who didn’t—and many didn’t, because they were in college, or in their twenties. After “Mr. Show” went off the air, people still swapped tapes. DVDs came out in the early two-thousands, but the show has disappeared from HBO, and it isn’t available on demand. Now the show’s Underground Tape Railroad is YouTube, and new and old fans watch it there.

Cross and Odenkirk met in Los Angeles in the early nineties. They worked together on “The Ben Stiller Show,” and realized later that they had a similar standup sensibility—darkness, playfulness, theatricality, an interest in taking things apart. Their early club act “The 3 Goofballz” (opening: Bob pops out of one cardboard box, David pops out of another, and nobody pops out of a third; that Goofball had died) caught the attention of the legendary Bernie Brillstein, who championed them to HBO, which gave them a pilot. “Mr. Show” ran on HBO for four seasons and featured, in addition to Odenkirk and Cross, a cast that included John Ennis, Brian Posehn, Jill Talley, Jay Johnston, and Tom Kenny.

Since then, Cross and Odenkirk (and much of the show’s cast) have become famous for other things. Cross is widely adored for his standup, and for his performance as Tobias Fünke, the repressed, never-nude Blue Man wannabe, on “Arrested Development”; Odenkirk is equally beloved for playing the tragicomic sleazeball Saul Goodman on “Breaking Bad.” He has many of the show’s best lines—“If you’re committed enough, you can make any story work. I once told a woman I was Kevin Costner, and it worked because I believed it”—and saves “Breaking Bad” from utter bleakness.

Still, there’s a hunger, among fans, to celebrate Odenkirk and Cross as Bob and David, of “Mr. Show.” On September 12th, thousands of them did. The pair, with Brian Posehn, performed two “Mr. Show”-style shows at Town Hall, to celebrate the release of their new book, “Hollywood Said No!: Orphaned Film Scripts, Bastard Scenes, and Abandoned Darlings from the Creators of Mr. Show,” as well as its audiobook, performed by “Mr. Show” cast members. Though Cross and Odenkirk had collaborated on another effort for HBO in 2008 (it never aired), they haven’t performed together much since “Mr. Show” ended; with Posehn, they’re taking this show to several cities around the country.

Before the second performance, fans of many ages filed into Town Hall. Georgia Hubley and Ira Kaplan, of Yo La Tengo, looking content, were among them. “That’s Yo La Tengo,” a guy said to his girlfriend. She turned her head to look.

On TV, “Mr. Show” began with a camera swooping over an audience, and a delightfully menacing theme song: a rocking yet old-timey melody, with whistling, that said that mischief was coming. Bob and David would come onstage, looking incongruous—Odenkirk, in a suit, resembled a Midwestern businessman; Cross, in black-framed glasses, a T-shirt, and shorts, looked like a conspiracy theorist. They were chipper, and in cahoots. Their voices were bright and musical, like those of the bickering school-board members in “The Music Man,” right before Harold Hill turns them into a barbershop quartet. They’d introduce some scenario, like an O.J.-style Popemobile highway chase, or a bloopers episode, or a Scientology-type initiation, and the show would progress in a series of scenes linked together like a game of exquisite corpse.

Thursday’s late show began much the same way. Odenkirk, to wild applause, came onstage in a suit. (Sartorially, the crowd contained many more Davids than Bobs.) His hair was a bit looser and fluffier than it had been in the nineties. “Save your applause,” he said. “I don’t know if you’ve heard about the first show tonight—it was a debacle!” he said. People cheered. Part of Odenkirk’s charm comes from the fact that he seems like a friendly square who’s constantly foiled by the world around him: one of his signature lines is “God damn it!” He held up his hands. “Please turn off your cell phones, please turn off your PC tablets.”

A weird howling voice came from the audience, like the wah-wah-wah of an adult on a Charlie Brown special.

“Is someone crying?” Odenkirk asked. “Is a cat being stepped on? What is that?”

Cross bounded down the aisle, wearing a bright-yellow T-shirt and a rainbow-print beanie, and carrying a bunch of colorful helium balloons. His T-shirt read “Hollywood Good Time.” He joined Odenkirk onstage and yelled, “Wow!”

“You’re obviously a New Yorker,” Odenkirk said. “Can I ask you why you were crying when I asked to turn off our cell phones?”

More noises.

“Take a chance on the real world, not the world on your screen,” Odenkirk said. “Well, it’s as fascinating as anything in cyberspace … the place we call—reality!”

They left the stage, and circus-style organ music played; Posehn, an unwieldy six feet seven, entered from stage left, wearing a hooked, carrot-like false nose and scooting in circles on a tiny red tricycle, while whooping. This went on for a while. “Hey, everybody! It’s Bob and David!” he said.

Then: that whistling, wonderful “Mr. Show” theme, mostly drowned out by the crowd. Odenkirk and Cross reappeared. “We haven’t had time to catch up,” Odenkirk said. “What’s been going on with you since the show?” The crowd roared: they knew what he’d been up to. He was Tobias, he made some movies, he wrote a book, he made a show, he married Amber Tamblyn.

“Well, after the show ended, I went home and I had a peach iced tea,” Cross said. “And I joined a Tea Party theatre group.”

“I had a family, had some kids. And my great-grandfather came out of the closet,” Odenkirk said.

“I know that you would like to see ‘Mr. Show’ scenes,” Odenkirk said to the audience.

“We don’t own the rights to ‘Mr. Show,’ ” Cross said. “After we finished the show, HBO had a rummage sale, and the Koch brothers came by and bought them. It’s now a touring theatrical experience in Romania.”

“We can’t appear as ourselves—we have to wear these family-friendly puppetainment foam noggins,” Odenkirk said. They produced giant puppet versions of their heads, which they slipped on, deep-sea diver style, as well as puppet hands, which they put over their real hands.