You’re more than just a guy known for his hair. You have sold four screenplays and written humor books, and are a master improviser with the Upright Citizens Brigade as well as a successful actor. On Showtime’s House of Lies you co-star as Clyde Oberholt, an insecure, competitive, self-aggrandizing young management consultant. Before you tested for the role, did you have any idea what management consulting was?
No, so I read the book on which the show is based: House of Lies: How Management Consultants Steal Your Watch and Then Tell You the Time. There was a lot of jargon to learn. I read the glossary in the back so I would understand all the terms in case I had to improvise—which I love to do. Los Angeles has a lot of people who embellish or bullshit you. Their intentions don’t match their words. That’s how I play Clyde. Clyde never says what he means, ever. Never.

You won an Emmy in 2009 for outstanding writing for a variety, music or comedy special as part of the team that wrote Hugh Jackman’s opening number for the 81st Academy Awards. Where do you keep the statuette?
The first year it was in my kitchen cabinet with the crackers. I don’t know why, but I didn’t want people to see it. Now it’s on a bookshelf with props I keep from everything I’ve ever done—lately the 1970s-era glasses from my role in The Walk.

You’re also well-known as Jean-Ralphio Saperstein, the desperate-to-be-cool friend of Tom Haverford on Parks and Recreation. If Jean-Ralphio and Tom had sought advice from the folks at House of Lies for their now-defunct company, Entertainment 720, could it have been saved? What a dream if those two fucking idiots came to us! It would be so easy to make them think we could transform them into millionaires while taking their money and doing almost nothing. Jean-Ralphio wouldn’t last a second with us.

Parks and Recreation is ending its long run. Imagine Jean-Ralphio 10 years from now.
I don’t see him going upward. The only way he’ll survive is if Aziz Ansari’s character, Tom, becomes incredibly rich and wants to take care of him. Otherwise he’ll live with his parents for the rest of his life. Jean-Ralphio’s problem is that he wants people to like him. He’s such an innocent that he believes his own bullshit. Sometimes I wonder what would happen if he suddenly realized it was all bullshit. What an episode: Jean-Ralphio’s moment of existential crisis.

Give us a brief history of your hair.
When I was in college I shaved my head every day because I couldn’t afford a haircut. I also kept it short doing improv at the Upright Citizens Brigade in New York. Then I came to Los Angeles and let it grow out because I spent most of my time writing. When I got an audition for Jean-Ralphio I offered to cut it, but they wouldn’t hear of it. Ironically, when Jean-Ralphio became big I got a call to make a shampoo commercial. They said it would be a guy and a girl, and they told me how much money I’d make. At the time, any money would have been a lot. “We’re not giving you the offer yet,” they added. “First we have to figure out who the girl is.” They hired Heidi Klum. But she wanted twice as much money, so they cut my part altogether.

You graduated with degrees in psychology and anthropology, yet one of your earliest gigs was as a CBS page on The Late Show With David Letterman. How did you land that job?
In college I did short-form improv. When I graduated I told my parents I really wanted to do comedy. They said they’d help me out for a year. I needed to figure out who would hire a young person with my interests. I hit on MTV. I put on a shirt and tie and took a backpack filled with résumés on the nicer bond paper. When the elevator doors opened I saw a big dollar-bill sign with George Washington sticking out his tongue. I was like, Oh man, I’m definitely at MTV. This is it.

A young woman sat at a big desk. I said, “I’m supposed to have an interview here for an internship.” She laughed and said, “I think you’re in the wrong place.” I said, “This is not MTV?” She said, “Yeah, this is MTV, but this is the president’s office.” I don’t know why, but I said, “Well, surely he can get me a job.” She cracked up—and directed me to some guy on a lower floor.

I found my man. He took my résumé and tossed it in a drawer with 300 others. I was super bummed. I walked through Times Square, and as I passed Letterman’s theater, a guy said, “Do you want to come in and see the show?” There were seats left, and I was nicely dressed. Afterward I talked to the door guy and said, “I’d really like to do what you do. Is there anybody I can talk to?” He pointed me toward another guy. I gave him the spiel. I could tell he was kind of putting me off because he’d heard it a million times. He said, “What do you really do at UCB?” I told him interning, getting free classes, handling tickets, having a blast, which meant I was around celebrities and could be trusted not to go crazy in their presence. “I also do comedy,” I said. He said, “I’d love to help you out, man, but you need a résumé.” I go, “Whoopa,” and whipped out all 15 of them. Two days later he called. I made $10 an hour.

Eventually you started submitting jokes for Dave’s monologue. What’s the secret to getting him to use your material?
You study what he likes to make fun of and how he does it. For Letterman it’s a sentence setup, a sentence punch, get the fuck out of it. “Paris Hilton was in an accident yesterday. She’s fine. It wasn’t the first time she’s been rear-ended.” I woke up every day at six A.M. and wouldn’t stop writing until I had at least 15 jokes, sometimes more. Most were rejected. The first time he used one of my jokes felt incredible—but I wouldn’t put it on my résumé until I’d gotten three on the air.

What happened to the unused material?
My dad, who’d also seen every joke, suggested I put them on my website, RejectedJokes.com. I videoed myself telling them to an audience of zero. I’d get a special guest once a month to do a joke—Seth Green, Rob Corddry. This was back before YouTube comedy videos got big. It wasn’t so much to have them go viral as it was a business-minded approach to having people care about me and know that I existed in that medium. It was a résumé.

Women always claim a sense of humor is the number one quality they look for in a man. Has it ever gotten you laid?
That would be amazing if it were true. Imagine a hideous man who’s a fucking asshole but has an incredible sense of humor. You think women would rush to date that person? No way! I have rarely had the balls to approach a beautiful woman and say something first. I’m afraid she’ll think, Get this hideous man away from me. I suppose it would be great if I could go, “Knock, knock.” “Who’s there?” And kill her with a joke so good that she’s like, “Well, now we’ve got to fuck.” Unfortunately, I have never told a great joke that made a girl take off her panties. On the other hand, when I’m having sex I don’t think, Oh, I’m killing right now!

You once made and posted a computer-animated clip called “Debra’s Underwear” on your website. Who is Debra, and does she know you did this?
Oh, I love that you’ve seen “Debra’s Underwear.” [laughs] There’s a program online from Xtranormal that lets you write a little script and choose characters and camera angles and make them say what you want. I made four about this guy who keeps stealing Debra’s panties—and eating them. And it pisses her off. There is no real Debra, though. I haven’t seen this in maybe six years, but now I’m going to watch it as soon as I get home.

In 2007 you and your UCB improv partners were invited to perform at the Just for Laughs Festival in Montreal, but you got held up at the border. Why?
I was in a sketch group called Hot Sauce with Adam Pally and Gil Ozeri. We drove there in a van. A couple of minutes from the border Gil said, “Oh, I’m so sorry. I don’t have my passport. I just have my birth certificate. I hope they don’t make a big deal out of it.” I said, “That’s okay.” Then it hit me. I said, “Wait a minute. In the sketches we do we have fake cocaine and fake guns, and they’re all in the back of the van right now! Should we say something? Yeah, I think we should.” At the border I said, “By the way, we also have fake cocaine and fake guns in the back.” Better to be up front so they can check it out, realize it’s all fake and send us on our way. But that’s not their job. Instantly we heard, “Everybody out of the car.” We were each interviewed separately. What a fucking idiot I was. We knew we hadn’t done anything wrong, but we were terrified.

Does your improv experience help when you’re pitching a movie?
Yes. Paramount wanted to do a remake of Soapdish—but not as a soap opera. I thought about setting it in the world of Spanish telenovelas. I realized that in the original movie the characters’ lives are bigger than the soap opera they’re doing. It just clicked. I pitched for 45 minutes straight, the entire movie, from the first to the last scene. When I was done, Paramount bought it in the room. It was the first time that ever happened to me. It’s called El Fuego Caliente. It still hasn’t been made, but in 2011 it got on the Black List of best unproduced screenplays.

Do you write only scripts you can act in?
After Universal bought one of my screenplays, we had a meeting. They said, “Who do you see as the lead character?” I’d written it for myself and said so. The executive goes, “Yeah, yeah. But if it gets turned into a movie, who would you put in it?” It broke my heart. The latest one I sold is a big deal for me. It has no title yet, but Adam McKay is attached to direct it, and Seth Rogen and I are attached to star. I had a meeting with McKay and said, “I want to be in the movie.” He said, “One hundred percent.” So I wrote myself the second or third lead. It’s the Tina Fey method. In the beginning she wrote herself as the third lead, then steadily moved up.

You recently got Jane Fonda, who’s been in two movies with you, to do something she’d never done before. What was it?
For about 11 years I’ve done a show with UCB called Snowpants. It’s me and a bunch of old-school guys, and we invite people who’ve never done improv to participate—Don Cheadle, Helen Hunt, Blake Griffin, J.J. Abrams. I wanted to ask Jane but didn’t have the balls. Then she heard about it and said, “I want to do your show.” I could not believe it. I asked her why. “Because it scares me and I have to do things that scare me. I’m over 70, and if I keep doing just things that are safe, what’s the point? That’s not a way to live life.” A beautiful lesson. She did 12 scenes and was great. The crowd went bananas.

As an actor, what do you regret ended up on the cutting-room floor?
Last season on House of Lies Clyde got to have sex with Marty’s very hot ex-wife. We filmed a scene where she’s blowing me in the bathroom, and she comes up and looks right at the camera. That never made it to air.

Walk us through The Walk, which comes out this fall.
It’s about Philippe Petit, who walked a tightrope between the Twin Towers. Joseph Gordon-Levitt is Philippe. I play Albert, one of the gentlemen who hooked up the wires—but I have some evil inside me, and Philippe doesn’t really trust me. It takes place in the 1970s, so I had to grow a mustache and sideburns, radically change my hairstyle and wear glasses that emphasize my nose. I looked just like my dad did. It was really weird. A mom and her kid crossed the street rather than walk next to me. I think it was the porn stache.

What movie can you watch again and again and never get bored?
Back to the Future. It’s my favorite movie. It’s funny. It’s time travel. It takes something unexplainable and convinces you it’s happening. When I saw a hoverboard in Back to the Future Part II, I thought it was real. Now, as an adult—and I’ve worked with Robert Zemeckis—I see that movie as a perfect joke, in the sense that it cashes in on everything set up at the beginning and throughout. It’s so gorgeous.

How did you and Amanda McCall come up with humor books that use cute pet pictures to express morbid sentiments?
She’s the fucking best. Amanda was a page with me at Letterman. She’s a very funny girl. Weird sense of humor, just like me. Her father is Bruce McCall, whose New Yorker covers are extraordinary. When we decided to try something together, I suggested pairing the most horrific news with the cutest animal in the world as a way of softening the blow. We made Grandma’s Dead: Breaking Bad News With Baby Animals. We’d try different photos and say, “No, that duck can’t tell you that you have herpes—but this duck can!” “It’s terminal” will be a baby pig. “Daddy’s never coming home” is a little kitten in a basket, wearing a hat. We did two more books: Why Is Daddy in a Dress? Asking Awkward Questions With Baby Animals and Maybe Your Leg Will Grow Back! Looking on the Bright Side With Baby Animals. They sold a lot, and they’ve been ripped off everywhere.

Now that you’re making more than $10 an hour, what’s the first expensive thing you paid for all in cash?
A Honda Civic. I still have it, a 2009 basic, nothing-special Civic. I had just moved to Los Angeles and was renting a Camry and sleeping in a tent on my friend Chad Carter’s porch. I started out on the couch, but I slept in my boxers, and it was probably disgusting for Chad and his girlfriend to see. The girlfriend had a small blue tent, so inside it I put a tiny inflatable mattress, a sheet and that spare blanket everyone has but never uses, and it was my bedroom for weeks.

You’re a still-single 33-year-old male. Describe your laundering routine.
In New York I had to go to a Laundromat. I now have my own washer and dryer. I prefer Tide detergent, and I use Bounce softener sheets. I used to use only two sheets a load, but I don’t give a fuck anymore. I’ll use three sheets. It costs only five bucks for a whole box.

Watch the behind-the scenes of Ben’s 20Q with Playboy here.