Since 1987, ComedySportz has been making Chicago laugh with improv comedy shows and all-ages, interactive fun. If you’ve seen TV’s Whose Line Is It Anyway?, you’ve only seen half the story. Mainstage show Th 8 pm; F 8, 10 pm; and Sa 6, 8 10 pm ($21). Also check out the naughty, award-winning Hot Karl (Sa midnight; $10).