Just after 11 p.m. at the Upright Citizens Brigade’s Chelsea theater, 15 performers crowded the stage, the tone solemn and ceremonial. One man wore a garbage bag and no shoes; another, a black turtleneck and demonic eyeliner. A third held an unboxed bag of red wine above his head as his teammates chanted "the blood!" and writhed around him, begging until he poured the liquid all over them, himself, and the stage. The audience is riveted.

If one walked into U.C.B. Chelsea on Tuesday night, they might have thought you were entering a cult gathering, which was only partly true. The evening marked the last public show at the theater, which is being shuttered after a final, private event Wednesday. (The comedy institution is decamping to a new, less grungy space in midtown, closer to New York’s Theater District.) Coincidentally, it was also Harold Night, the U.C.B.’s weekly showcase of its signature long-form improv, imported from Chicago via U.C.B. founders Matt Walsh, Amy Poehler, Matt Besser, and Ian Roberts in the late 90s.

The U.C.B. settled into its second Chelsea base in 2003, after leaving its first home: a seedy former strip club that the fire department later be shut down. The move was an upgrade that nevertheless kept some of the punk-rock trashiness of the first venue, complete with obstructed views and buckets lining the ceiling to catch mysterious leaks that U.C.B. artistic director Shannon O’Neill calls “drainage from the meat department.” (A Gristedes supermarket is located upstairs.) Still, the space could accommodate 152 audience members—and enough talent, over the past 15 years, to transform a scrappy start-up into a dominant force in the comedy world. Its alumni have become ubiquitous on screens big and small, from sitcoms to Saturday Night Live and beyond; their ranks include everyone from Aubrey Plaza and Aziz Ansari to Ellie Kemper and Ed Helms.

“There is no hard out tonight,” O’Neill told the crowd, evoking squatters’ rights. “No breaks. No blackouts. If the show goes until 5 a.m. and I have to sleep in the back and lock up when it’s over, I will.”

The original founding members, Matt Besser, Amy Poehler, Ian Roberts and Matt Walsh at the Upright Citizens Brigade Theatre in 2013. By Gary Gershoff/WireImage.

All six of U.C.B.’s current Harold teams performed, as well as an advanced, experimental Harold class—called poHa, as in “post-Harold”—that set the tone for the chaos that would go on until 2:30 in the morning. Similar to the theater’s Del Close Marathon, in which shows play nonstop for an entire weekend, U.C.B. Chelsea’s last stand was more than six hours of unending improv.