This legendary sketch and improv comedy troupe has churned out some of the country’s best comedians (Joan Rivers, John Belushi, Bill Murray, Tina Fey, and Stephen Colbert—and that’s barely skimming the surface). The group now has a permanent presence in Toronto and Hollywood, but its roots have been firmly planted in Chicago since 1959. You can catch one of their shows any night of the week, but you’ll want to pick up tickets well in advance as shows tend to sell out.

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