Mondays and Wednesdays at 9:30
Don't let the touristy location throw you -- this is a must-visit for any stand-up fan and has been a fixture in NYC for more than 20 years. You never know what to expect at a comedy show, but this one takes that to new levels with a slew of comedians, musicians, and special guests -- all of which interact heavily with the crowd. It’s like a "comedy party," if that were actually a thing.
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Liz Newman is a freelance writer for Thrillist, and wishes Louis C.K. would just go ahead and tell her when he plans to stop by the Comedy Cellar so she can make sure to be there. Follow her on Twitter and Instagram at @lizn813.