The travel has been intense for Koechner. He flew to Australia for the November 24 premiere there, came back home for Thanksgiving, then went back on the road, hitting Dublin and London before the New York City opening this week. Throw in his national standup tour dates, and it's easy to see why Koechner says he has never been busier.

"It's a lot of fun. It really blows to be away from the family, but this is a rare, unique thing that's going on."

Backstage at the Bezemes Family Theater at Lindenwood University in St. Charles, Koechner waits to deliver another (mostly) clean performance. He tugs his fedora down low over his eyes.

Koechner, Will Ferrell and Paul Rudd in Anchorman 2.
Gemma LaMana
Koechner, Will Ferrell and Paul Rudd in Anchorman 2.
Koechner and Kids in the Hall alum Mark McKinney in their recurring SNL roles as British fops Fagan and Lucien Callow.
Koechner and Kids in the Hall alum Mark McKinney in their recurring SNL roles as British fops Fagan and Lucien Callow.

"My daughter is turning twelve today," he says. "My wife already bought all the gifts. But her birthday party is this weekend, and this weekend I'm home."

It's late October, and this is the way it's been for Koechner for weeks. He Skypes with his five children every morning and flies back for weekends. Given the choice, he would be home on his eldest daughter's birthday, not waiting to give yet another PG-13 performance.

"This is a job, a good job, and I can't turn it down," he says. But he looks tired.

"I will do the lines tonight," he says of his Anchorman sound bites. "I know they need that."

In recent work, Koechner has been trying to step out of Champ Kind's long shadow. In March audiences will get the chance to see Koechner as a villain in director E.L. Katz's dark comedy Cheap Thrills, which took home the Midnighter Audience Award at the 2013 South By Southwest Film Festival. Koechner plays a wealthy, sociopathic thrill-seeker who tempts two desperate men into increasingly horrific tasks for money. Variety praised Koechner for "dominating every scene as a kind of demented ringmaster."

"He brought menace to it, but it wasn't just in the writing," says Katz. "I think audiences will be surprised."

Also on Koechner's plate is a role alongside Michael Cera and Julia Stiles in David Cross' directorial debut, Hits, a dark comedy about fame in the age of YouTube. He's also appearing in an episode of Justified next year, and he says he is in talks about a number of pilot television projects with leading roles. And while his Anchorman costars have rocketed to leading-man status — not likely they'll be forfeiting family time to do standup at a small, Midwestern college any time soon — Koechner says television is where he'd ideally like to end up.

"I know a lot of people who have that focused drive, the 'I have to get to the top' kind of thing," says Koechner. "Here's what Daddy wants: Daddy wants a four-camera sitcom that keeps him at home."

Thirty minutes later, he walks out into the spotlight, and the Lindenwood students cheer like maniacs, hooting Champ Kind quotes at him.

"Hello, Lindenwood!" he shouts back. "Damn, that sounds like a pep rally — I like it!"

The tired look is gone as Koechner launches into his act, teasing a young couple in the front row. ("How are we attracted to one another? Usually it's like this: A woman lowers her standards.") He sings a racy bit:

"Heeey, ho, my balls hang low, I sit on the pot when it's time to go. One, two, I drop a deuce, thank the Lord I drink my juice!"

Things seem to be going well until the end of the set, when Koechner refers to the "drama on campus" caused by a local news story about a Lindenwood wrestler arrested for knowingly spreading HIV to multiple partners.

"I have one rule for straight boys that want to get with this," he says in the thick lisp of his character Roy. "You can do anything you want to me...and if you got cheesecake you can do it twice."

"Gaaaaay!" a heckler shouts.

"We're all just people," Koechner suddenly fires back, breaking character. "Yeah, this is where the lecture part starts. Who cares if someone you know and love is gay?"

An uneasy silence descends. Koechner fumbles a little.

"Yeah, this is the part of the show that gets really weird, syrupy and a little preachy, a little didactic," he continues in the silence. "Next, we'll open our Engels Reader..."

Then he stops, takes a massive breath and yells: "WHAAAAAMY!"

And the room erupts into hysteria.

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