Address: 3541 N Clark St Zipcode: 60657 Phone Number: 773-880-0199 Website: http://www.improvolymp.com Founded in 1981 after a split with Second City, the ImprovOlympic has become one of finest comedy clubs in the Midwest. While not as well known as its cousin, this club showcases high-quality comedic talent and entertainment and boasts a number of famous alumni, such as Andy Dick and the late Chris Farley. In addition to stand-up, professional plays and musicals are staged in the upstairs theater. Something funny is happening every night of the week.