Woody Allen

I first listened to this routine when, in the late 1980s, I bought a CD of Woody Allen’s stand-up act from the 1960s. It was recommended to me by Judd Apatow who said he thought I would like it, and he was right. And this routine was my favourite. It has so many good jokes in it. Like the whole album does. That’s what I remember being so impressed by. The amount of really great jokes. The cleverness. The intelligence. The high level of the humour. And how it was still incredibly funny 20 years later.

But I am still not sure why one joke gets such a big laugh. The 'life flashing before my eyes' joke. I think the setup is really funny, the mess o catfish and all those references, but to me it is obvious that it wasn’t his life, and I think the audience is laughing because they know it wasn’t his life, so why do they laugh so loudly when he says the wrong life was flashing before my eyes? Obviously the wrong life was flashing.

To me, the punchline is not a surprise. Maybe Woody’s humour was so ahead of his time, even I in the year 2014 I still need some more time to get one of his jokes!

If I had to guess why the punchline got such a big laugh is that it is a surprise because they have been distracted by how funny the set up was. Now that’s a set-up. When the set up is so funny the crowd doesn’t even realise that it is being set up. You know, I can now see why I have picked this routine out for you to listen to!

One other thing, I remember in an interview Woody said a comic must luxuriate in his material, take his time. And if you notice on the last joke of the routine, it gets a huge laugh, but he doesn’t rush at all to the next bit, the laugh he gets lasts fifteen seconds. And he milks it, he is still silent, and then they start laughing again for 15 seconds. Of course if you have a great joke like that you can afford to luxuriate.

Garry Shandling

This is Garry Shandling’s first appearance on the Tonight Show in the spring of 1981. I hadn’t started doing stand-up yet, I was in my last year of law school, and I remember watching a repeat of this appearance in the autumn of 1981 when I moved out to California.

I was thinking about becoming a comic but I thought in order to be really successful you had to have a hook, a catchphrase, like Steve Martin’s 'I’m a wild and crazy guy', or Rodney Dangerfield’s 'I’m telling you, I don’t get no respect'.

I had met Garry the year before when I was visiting LA and he gave me his number and said, 'Call me if you move out here', so I called him after I watched the repeat and told him how funny I thought it was, but I asked him, 'Do you really think you can become a star without a catchphrase?' And he said, 'Yes I do, the key is just to be yourself.' And that made a big impression on me.

I remember telling that story after I started doing stand up to my new comic friends, and they said to me, 'You said to Garry Shandling?' Because Garry was already idolised by young comics. But not being a comic yet, I didn’t realise how arguably out-of-line that was to say him. The guy had just totally killed on the Tonight Show. He was the new big thing. And there I was, a guy who isn’t even a stand-up comic asking him if he thinks he needs a catchphrase. But luckily he wasn’t annoyed by my question. At least I think he wasn’t.

And by the way I am not saying that hook’s are inherently bad things, I think Steve Martin and Dangerfield are fantastic, but I am saying that Garry didn’t need that because he was just himself out there. He was more than his material. But speaking of his material, I really do love his line about his gift, when he says, 'I made it myself'.

Jerry Seinfeld

I saw Jerry do this set on An Evening At The Improv, it was probably in 1983. And I was really awed by the writing and the performance. I remember I videotaped it and copied his set down word for word and studied it.

When I started out, I relied on being over the top with lots of energy and facial expressions. Looking back on it, I thought that I had to oversell a joke, that the louder I said the punchline the more they would laugh.

I used to tape my sets, and I remember finally figuring out why a certain joke wasn’t working. The joke was – and I should first tell you that we have a chain of restaurants in the States called Denny’s. Okay, here is the joke: lawyers say on their business cards, attorney at law. Do they need to say, at law? Do other occupations do this? Waiter, at Dennys.

That was one of my big laughs. But I guess one night it didn’t get a good laugh, so the next night I figured I needed to say the punchline a little louder, and I did and it still didn’t get a good laugh, in fact it even got a smaller one. So the next night I did it even louder and it got an even smaller one. It got to the point where I was almost screaming it, to silence! And then, listening to the tape I finally realised that I was saying the punchline too loudly. And when I just went back to saying it normally it got a good laugh again.

Anyway, I remember being amazed that Jerry wasn’t over the top, that he was just present. Totally relaxed. Enjoying his material. In no rush. And I remember being especially impressed by the, 'what do I look like, the bank?' joke, and then the banker telling him, 'what do I look like, your mother?' I just remember being impressed with the cleverness of it.

A couple of years later, I got one of my first road gigs, it was in Oklahoma, and it was to open for Jerry Seinfeld, and I told him that I had transcribed that set and studied it, and he seemed flattered that I did that.

Sam Kinison

I remember seeing Sam Kinison for the first time in 1983 at the Comedy Store in Los Angeles. Carl LaBove, a very funny comic and a friend of Sam’s had gone on before him and had a rough set, and when Sam came on he spent the first few minutes attacking the crowd for not liking Carl. I had never seen a comic do this before and and thought it was very funny.

And then he started doing his set, the stuff about marriage and starvation in this clip and I remember really laughing. And I’m one of those comics who hardly ever laughs, I am too busy analysing what is being said, but it was the primal energy of his over-the-top anger that really got me laughing. In fact when I just watched this video again, I still laughed. I like the way he mixes calmness with rage. He was a fearless kind of a guy.

In 1985 I was trying to get in to watch a taping of Letterman, and Sam was going to be one of the guests, and the producer wasn’t going to let me into the audience. He was saying that comics in the audience aren’t good laughers and Sam happened to walk by when he said that, and told the producer to let me in. I don’t think he even remembered who I was, we had only met once briefly at the Comedy Store two years earlier. And I watched his set from the audience, and found myself actually laughing. The guy was amazing.

One other thing. In 1983 at the Comedy Store in Westwood, their smaller club, I started getting some stage time, and one night Sam came in and went up and was killing, and the manager asked me if I wanted to go up after Sam and I was too scared to follow him and I said no. I have always regretted that. Even if I had bombed, it would have been a great memory to have, following Sam Kinison.

Who knows, maybe Sam would have shouted from the back to the crowd, why aren’t you laughing at my friend? But he probably wouldn’t have. Cause we weren’t friends. But I still wish I had gone up.

Ray Romano

This clip from Ray Romano, is the set he did that got him the Everyone Loves Raymond sitcom. And you can see why. It’s a great set from beginning to end. It’s just one great routine after another. And like all the comics I have mentioned, he is no different on television than he is in a club. He is just as relaxed.

I was a comic in New York in the early 1990s with Dave Attell, Louis CK, Jon Stewart, Todd Barry and other great comics whose names aren’t entering my consciousness as I write this outside a 24-hour Tesco’s at two in the morning, but I remember while we were standing at the bar at Catch A Rising Star Comedy Club, Jon Stewart saying that Ray Romano was the one comic who never bombs. And the other comics agreed.

It was true, I never saw him have a bad set. I think it was because his material was very universal, everyone could relate, it was so well written, plus he was such a relaxed and good performer that he sucked you right into what he was doing. But the main point that I am making here is that all the comics I’ve mentioned have that great ability to be just as relaxed on television as they are in a club.

Sarah Silverman

I didn’t watch this set when Sarah first did it, in 1997, because I was going through a period of not wanting to watch other comics so as to not be influenced, but I remember a comic telling me how he was with her at the studio at her first Letterman and how great she had done, and so I figured I will see if it’s on YouTube. And it is.

And I’m really impressed by the set. No time is wasted in this set at all, when she walks out, she already is herself. Of course every comic is already themselves, but just by her facial expression she was able to establish that there is something uniquely 'Sarah' about her. And she hasn’t even said a word yet.

I’ve done the Letterman show a few times, and I know with me, the fact that it is television adds pressure to the situation, and I can see in my performances that a lot of the time I am not as comfortable as I am in a club. That’s why my favorite crowd is a real small audience, like 20 people, who aren’t laughing much at all. Because if I do well, then I am a genius. How did he make that small horrible crowd laugh? And if I do badly, well of course he did badly, they were a horrible small crowd. So I have nothing to lose. I like having nothing to lose.

But back to Sarah. I’ve seen Sarah perform in clubs, and she didn’t seem affected at all by being on Letterman. And she was present in every moment. Even at the end when Dave shakes her hand, she looks down at his hand and stares at it. Just a little amusing moment. She wasn’t just shaking his hand as a grateful-to-be there comic, she was still Sarah, she was a comic playing around with the moment.

I think to do well on a big show like Letterman, you can’t be in awe of the situation. For me at least, I have to think that the show is not bigger than me, I have to think that I am just as big as the show. But that is easier thought than done.

• Al Lubel is performing his show I'm Still Al Lubel at London's Leicester Square Theatre on Saturday. Details and tickets.