ImprovOlympic was founded 20 years ago as a training ground for improv actors by the late, great, and inexplicably unsung Del Close, an improv pioneer who branched off from his more mainstream counterparts at Second City to pursue an unorthodox methodology. A colorful and legendary iconoclast (he was an outspoken advocate for the legalization of marijuana, among other crusades), Close developed a long-form improv technique known as "The Harold," which eschewed the traditional sketch format in favor of more conceptual comedy scenes (the audience suggests a theme for the evening, then a series of skits, monologues, and songs are built around it). The method has since been co-opted by Second City, whose vignette-blackout-vignette format had grown weary.

The ImprovOlympic offers a nightclub setting for a variety of unscripted nightly performances, from free-form shows to shows loosely based on concepts such as Star Trek or dating. Like all improv, you're gambling here: It could be a big laugh, or the amateur performers could go down in flames. Monday is an off night for most other clubs in town, and ImprovOlympic takes advantage with a show called the Armando Diaz Experience, an all-star improv night that teams up some of the best improvisers in Chicago, from Second City and elsewhere. Besides Myers, successful alums include the late Chris Farley, Tim Meadows, Andy Dick, and Conan O'Brien's former Late Night sidekick, Andy Richter.