Hall's knack is to come at you from so far out of the left-field that he's almost off the pitch. Early on in his show at the Cochrane on Thursday, he decided to sing a romantic song for a couple in the front row out on their first date. So, naturally enough, he whipped out a copy of Loot and started singing what he claimed were random lines from it to the accompaniment of an electric organ: "Ford Escort. 376,000 miles. As new. Needs windscreen ... 30 metres of Number 4 grit sandpaper. No time-wasters, please ... Sing along if you know the words." Not the sort of routine you'd expect from a "why are relationships so difficult?" raconteur.
Prowling the stage in a blue T-shirt and shabby jeans and taking sips from a can of Irn-Bru, Hall has mastered the art of the inconsequential. "You know what I'm saying?" he wondered at one point. "Good, because I've no idea." Like his Wild West forebears, however, he is very quick on the draw when he has to be. Discovering that a member of the audience was from East Grinstead, he immediately launched into a contemplation of one of life's great mysteries. "There is no Grinstead, is there? Don't you ever wake up in the morning and think, `Where is Grinstead?' "
And if all else fails, Hall, a writer on Late Night with David Letterman, has a handy stockpile of good, old-fashioned gags to draw on. (He told the millionth of his career on Thursday and by way of celebration proceeded to devour a slice of cake with a candle in it.) "Do you know how many Vietnam veterans it takes to screw in a lightbulb?" he asked quietly, before breaking into a manic shout. "You don't, 'cause you weren't there, man." A healthy reminder to all those Brits who believe Americans are born with an irony bypass.
8pm, tonight Cochrane Theatre, Southampton Row, London, WC1. Booking: 0171-242 7040