Comedy Night at the Knitting Factory

The cerebral Hannibal Buress—who's written for Saturday Night Live and made memorable appearances on 30 Rock—still drops by this free weekly stand-up showcase in Williamsburg from time to time, but Will Miles, Clark Jones and Kenny DeForest usually host these days. Make sure to call ahead and check whether the show's happening before you go; they do skip some weeks and charge admission on special occasions. Guests regularly stop by, and many of them are famous. Don't bring the kids, though—it's 21-plus.