Favreau admitted on “Smartless” that he always enjoyed improv and acting, saying that it was a low-stress gig:

“I like that there was no pressure on me, so it was like school plays, and that was just a fun time for me. Improv was great, because when people went up on their lines, that was the most fun, like when you could be on stage and get out of that, but I never thought it was an option.”

After the crash and the disillusionment with Bear Stearns, Favreau talked about his move to Chicago, describing the crowd that drew him there and how he made ends meet. He also recalled very sharply one magic night of going to see some improv at a famous Chicago comedy institution, and the game they played with him. Favreau was the one who gave the prompts, and the comedy troupe was to take it away. In his words: 

“That’s when I saw people doing improv in Chicago. I had a friend who was taking classes at iO and at Second City, and I was like, this is the best. I was in my 20s, I think I was 22 at the time. I knew how to bartend […] I volunteered to be on stage, and the first thing I remember, they interviewed me about my day. It was the Improv game at iO called ‘The Dream,’ where they interview you about what happened that day, and then they improvise in front of you what your nightmare is going to be like that night, based on your responses.”

Anyone who has been to a live improv show will likely be familiar with a similar game, but a notable “SNL” cast member was on stage with him that night.