Most shows are held at the "World Famous" New York Comedy Club: 241 East 24th Street (between 2nd and 3rd Ave.) New York, NY By subway trains, go to 23rd Street on , , or trains. By bus, routes along 2nd Ave. and 3rd Ave. stop at East 24th Street. Special events are also held at the Improv Comedy Club: 318 West 53rd Street (between 8th and 9th Ave.) New York, NY By subway trains, take the  or  trains to 50th Street, or , , or  trains to 50th Street, or  and  trains to 49th Street or 57th Street.