In 1996, four “missionaries” of improv comedy came to New York from Chicago and founded this theater. Dedicated to the art of “long form improvisation,” in which performers riff on one or two subjects for up to half an hour, the troupe’s appreciation for the absurd, along with their smart, fearless performing style, quickly made them a hit among jaded young New Yorkers. So much so that Comedy Central created an “Upright Citizens Brigade” TV show. Alumni of the theater include Tina Fey, Seth Myers, and Amy Poehler, and sometimes they come back to perform. With tickets that range from free to about $12, a show here will always be less expensive than at the more standard comedy clubs in town.