There’s a tragic only-in-America twist to “Stand Up for Heroes,” the New York Comedy Festival’s annual opening event. Co-sponsored by Veterans on Wall Street, tonight’s super-session features Louis C.K., Jim Gaffigan, John Oliver, Jon Stewart, Bruce Springsteen, and “surprise guests” who will attempt to apply wit’s wicked edge (and rock’s universal chops) to our country’s shameful treatment of its veterans. Part of comedy’s appeal is how it teases and torments our moral certainties, and few accomplish this with bigger net yuks than Tig Notaro (tomorrow at Town Hall), Hannibal Buress (Friday at Town Hall), Amy Schumer (Friday at Carnegie Hall), and Bob Odenkirk (Sunday at Gramercy Theater). Dane Cook (tomorrow and Friday at the Beacon Theatre) and Bill Cosby (Saturday at Carnegie Hall), on the other hand.

Wed., Nov. 5, 8 p.m., 2014