“Good evening, weirdos!” is the welcome to every episode of The Chris Gethard Show, and the reason why the most risk-taking variety show on television is so cultishly beloved by its fans. The cast includes a woman who does nothing but hula-hoop, a dude in swim trunks, goggles, and flippers called the “Human Fish,” and a host who extols the value of failing well and often in pursuit of art, authenticity, and humor. One of the most inventive, lightning-fast improv comedians in the country, Gethard initially founded TCGS as a live mock talk show at the UCB Theatre, where he has studied and taught improv since 2000. In 2011 he moved the show to the Manhattan Neighborhood Network, and its party platter of weirdness has continued to flourish now that it airs on legit cable network Fusion, where it recently wrapped its second season. Some segments work brilliantly, as when rapper/mogul Sean Combs finally made a surprise entrance through the set’s “Diddy Door” — more than a year after its only key was sent to him during the series premiere — then spent twenty minutes getting group hugs, mock-fighting with Zach Galifianakis, and giving relationship and décor advice to callers. Or when callers, along with guests Paul Scheer and Jason Mantzoukas of The League and UCB, spent nearly an entire hour trying to guess what was in a dumpster wheeled onto the set. (Paul Giamatti, as it turned out.) But the high octane joy — and the gut-punching honesty — of TCGS is felt mostly in the meandering, seat-of-their-pants banter between Gethard, his callers, sidekick Shannon O’Neill (UCB’s creative director), guests (including Amy Poehler, Kumail Nanjiani, and Jon Hamm), and a grab-bag of UCB and SNL performers. Unlike other variety show hosts, Gethard — who has been open about his struggles with suicidal ideation and credits the UCB with saving his life — is not afraid to wring laughs from dark and socially taboo places, as in “Tragedy Plus Time,” Maria Bamford’s episode about mental health and depression. When most late-night comedy shows feel predictable and too often trite, the best thing TCGS gives us is comedic anarchy…and the biggest gift Gethard gives New York is his refusal to jump ship for L.A.