Jon Daly's comedy has deep roots in Pittsburgh

Did the people of the world lose a major saxophone star when Pittsburgh's Jon Daly decided to go into comedy?

“Yes, they did,” he says impishly. “I started playing sax at age 8 (while a student at Peebles Elementary School in the North Allegheny School District), and even now have been touring occasionally on sax with a band. In fact, I've become friendly with (sax great) Kenny G. He's one of my imaginary friends.”

And a real one, too. “Imaginary Friends” is one of the film shorts Daly has shot in a long line of cutting edge TV shows and movies. In “Imaginary Friends,” Daly lets his imagination run wild cavorting in capers and sax spins with a friend only his mind could conjure up, Kenny G.

Also along for the ride in another short: the fabulous Fabio.

Both were made for Funny or Die, the video website started by Will Ferrell, Adam McKay and Chris Henchy,

Ironically, it's funny AND die which define Daly's daytime doings these days. The comedian is one of the stars of Showtime's “I'm Dying Up Here,” a Sunday night dramedy about the beginning of what would become a burgeoning comedy club scene in the early 1970s in Los Angeles. Daly portrays Arnie, a struggling comic whose major accomplishment is not on stage but serving as the club owner's major domo.

“He wants to be a comedian, but gets stuck in the position of dealing with comedians,” Daly says.

The series, based on a book by William Knoedelseder, also stars Oscar winner Melissa Leo as Goldie, owner of the club, whose depiction reportedly is inspired by the real life Mitzi Shore and her iconic Comedy Store.

Daly was born four years after the series is set, and was a teen before he discovered the attraction of comedy while a student at Shady Side Academy in Point Breeze. He still credits Mary Beth Gray, who taught performing arts at Shady Side, for showing him the light and glory of performing. “She directed me in high school, where I did my first play.”

By the time he was 16, Daly was making weekly impressions at “Friday Nite Improvs,” a comedy club at the University of Pittsburgh with roots dating to 1989.

“I still go back and play there,” says one of the club's more successful alums. “In fact when I go back to Pittsburgh — my parents still live there — I try and see shows. The city has a great comedy scene with such theaters as the Arcade Comedy Theater, which wasn't there when I started out.”

When Daly graduated from Shady Side, “I wanted an acting conservatory's training,” he says of his college choice.

He got that at the University of North Carolina, and later joined the legendary Upright Citizens Brigade, an experimental comedy group that started out in Chicago before moving on to New York.

He performed sketches there as part of the alt-comedy group Mother — although Daly had a different name in mind for the troupe. ‘'My idea for the name was the Flying Improvoni Brothers,” he says.

What fires him up now is the role he has on the Showtime series. “I'm Dying Up Here.” Stand-up is what comes naturally to the actor.

His next project will remain in the 1970s club scene. Daly has landed a comedy coup: the role of Bill Murray in Netflix's upcoming “A Futile and Stupid Gesture,” about the life and times of the National Lampoon and the comedians who made it into a rocking self-mocking madhouse in the '70s. If his daily life is filled with adventurous avant-garde sketches and quips, as well as movie roles (“The Secret Life of Walter Mitty,” “Bride Wars”), his early days in Pittsburgh are never far from the actor's thoughts.

“I've got a lot of Pittsburgh pride,” which showed in one of the sketches on Comedy Central's “Kroll Show” (2013-15), in which Daly was a regular. He didn't have to stretch too much to portray a Pittsburgh pawn shop owner who traded places with a Philadelphia counterpart in a segment that pitted the top two Pennsylvania cities' accents against each other.

A forever yinzer, Daly got a special kick out of that episode. And as a perennial Penguins fan, he is eager to offer a “shout out to the Penguins!”

Indeed, the team's second straight NHL championship makes him feel like a kid again. “It's like I'm reliving my middle school days (cheering on) the Penguins.”

Michael Elkin is a Tribune-Review contributing writer, and an arts writer, playwright and author of the novel, “I, 95.”