This 2004 film depicts Margaret Cho performing stand-up comedy at the Wiltern Theater in Los Angeles (that's why I'm putting it in the sparsely populated Theater Forum). I haven't seen the entire film, but there's one laugh-out-loud funny scene from it that I confess to having watched about five times.
Fair warning: This is Margaret Cho at her absolute crudest, which is positively NSFW! You might want to watch it alone so your loved ones don't see you doubled-over laughing at such a thing.