Halfway through my gig on an ocean liner, a guest mysteriously disappeared — and I had to keep everyone laughing.

Sometimes my Polish-Jewish father and German-Catholic mother seemed like they really loved each other. But when the holidays came around, it was World War III.

In the early ’90s I hustled my way through New York’s cutthroat black stand-up scene — and learned the hard way that corny jokes were no laughing matter.

For the past 28 years I’ve built a stand-up routine based largely on my New York neuroses, and scheduled around my personal phobia of leaving the five boroughs. When I booked a...