This story appears in the March/April 2017 issue of Playboy. Subscribe

Did you know you were funny growing up?
I was a comedy maestro, insofar as I watched all the early Steve Martin, Saturday Night Live and Monty Python. Sometimes I got down on myself after auditioning for sitcoms and having them tell my agent I was not a funny person. Maybe I wasn’t hitting their jokes properly because I was trying to find a back door to make what I thought was a stupid joke funnier. I remember my agent saying, “Look, you are not funny.” Eventually I believed that. I don’t think it was until I got Step Brothers that I thought to myself, Yeah, you know what? I am fucking funny.

What were you like as a kid?
I went through phases of intense interest in pop-culture icons. I would be all about, say, the Blues Brothers, and everything for three months would be the Blues Brothers. I would buy all the records, pictures and books I could find. There was no internet back then, so I really had to go find these things. I moved on to Steven Spielberg, then Martin Scorsese and then Letterman. I would do top 10 lists at school. Then Spike Lee happened, and I got a Knicks hat and grew a goatee. 

Did you have a lot of friends?
It sounds like I didn’t have many friends; that’s what you’re thinking. Yes, I did have friends.

What’s the one movie that made you want to become an actor?
Raiders of the Lost Ark. It looked so fun; Raiders has so many jokes in it. I distinctly remember calling my mom on the phone and trying to explain this thing I’d just seen. I was so charged up, and I remember telling her I had no idea it was going to be a “codomy.” She was like, “Do you mean comedy?” Yeah, I had no idea how to pronounce it. The Indiana Jones movies, along with E.T. and the Star Wars films—it was all kind of a rush and a great time to be a kid.

You played a cater waiter in Party Down. Is it true that your real-life food-service career, at Johnny Rockets, lasted a day?
Yes, it lasted one day. And that one day was just training, where I was following someone around. The guy was showing me things like “MR means medium rare.” Suddenly a 1950s song came on the jukebox and he said, “Excuse me for a second,” and started dancing and singing along. I was thinking, What is happening? He told me there was a list of songs I’d have to learn, that I’d have to jump in on songs that came on the jukebox and give it a lot of pizzazz. I thought, No, I’m not working here. I just didn’t show up the next day. 

When was that?
It was in 1993, right after I graduated from acting school. I hadn’t found an agent yet and I was still living in Pasadena. You know—depressed, wondering how the hell I was going to do this. 

Do you remember your first professional audition?
I’m not very good at auditioning. I never was. One of my very first auditions was for Wild Bill, a Jeff Bridges movie that came out in 1995. I was fresh off the boat, 20 years old, and I didn’t know what was what. I was auditioning to play his son. They told me to come back in four hours. I came back, and all of a sudden I was in the room with Jeff Bridges, Walter Hill, Richard Zanuck and Lili Fini Zanuck—this enormous room of big shots. I choked. I lost all train of thought. Walter Hill asked if I wanted to start again. I was sweaty and shaking. Matt Damon was in the waiting room, and I remember he had on these cowboy boots and looked like he was in a Western. I wore jeans and a T-shirt. I looked at him and thought, Oh, I’m fucked. David Arquette got the part.

You volunteered for the Hillary Clinton campaign. Have you always been a political person, or did your time on Parks and Recreation influence you?
I grew up in Santa Cruz, California, which is a pretty liberal town. My parents had the paper on the table every morning, and I was encouraged to know what was going on in the world. I remember reading in the paper about Ronald Reagan and the Iran-contra affair. I was in junior high when that was going down. I also had a great high school teacher who made politics and world and national affairs incredibly interesting and exciting. For a while I wanted to be a political journalist and go on the campaign trail. It seems like a romantic, cool job. I’m sure any political journalist would tell you it’s not.

What do you think your Parks and Rec character, Ben Wyatt, would say about the 2016 presidential election?
Ben Wyatt and I would have a very similar opinion that the election was a total and complete shit show and the result was a tragedy. I don’t think there is a better descriptor than “tragic.” After all the thinking and feeling on it, I think it will result in a lot of people stepping up and being involved and becoming activists—I hope. I wish more people had been involved a month and a half before the election; that would have been nice. I hope all the people who voted for Jill Stein now realize what a huge mistake that was.

I guess I am always afraid of coming off like a douchebag. I’m ultra-paranoid about that.

Is there a connection between the darker material you’ve worked on recently, such as Most Hated Woman in America and Big Little Lies, and your own spirit?
I don’t think so. Choosing those projects was largely about working with people I really wanted to work with. With Big Little Lies, I read all the episodes in a weekend and immediately wanted to be involved in some capacity because it was beautifully written. There is a real poetry to the everyday chatter David E. Kelley writes; it doesn’t sound like writing when it’s spoken out loud. It was more about the material, not really about the darkness. At least I don’t think so. Maybe I wanted to murder people.

What was it like working with Reese Witherspoon on Big Little Lies? Your characters seem to be polar opposites in their marriage.
I think it’s funny for someone like Reese: We all feel like we know her to a certain extent because she’s such a beloved figure in show business. After working with Reese, I would come home and tell my wife, Naomi, “I’m so impressed.” Just to be sitting there with her and doing a scene—I didn’t have to worry about anything. You know, you’re worrying about hitting all the beats, but with someone that good, you just walk in and go with it. Of course, she is an Academy Award–winning actress. She’s great, and we all know she’s great, but there was something about sitting there and doing it with her that impressed me. It was a profound display of raw talent. 

In the Seeso series Bajillion Dollar Propertie$, you play douchebag Johnny Dunne really well. Is it just satire, or does part of you relate?
Do I relate to being a douchebag? I guess I am always afraid of coming off like a douchebag. I’m ultra-paranoid about that. That character was fun, because he was supposed to be the ultimate douchebag actor, wearing a torn T-shirt, hungover, and of course he’s recording an album. He’s kind of everything I find embarrassing about actors. I am afraid of turning into that or being perceived that way. 

What was the most awkward scene you ever had to shoot?
That’s a tough one, because my default setting is uncomfortable and embarrassed. Oh, in The Overnight—Jason Schwartzman and me dancing around in our prosthetic penises. First of all, it was freezing cold. Being naked was “whatever” to me, but I had this thing on. Jason and I jumped in and did it together. The fact that he was doing it too made me feel better, but in the moment you never know if it’s going to be good. I couldn’t believe Jason was doing it with me. It was a long process to find the exact size for the penises. There was one that was really long—that was for Jason. It was really long.

Have you ever walked around on a nude beach?
Yes. It was in Italy in 1997, and my friend Steve and I were traveling through Europe. We stopped at this nude beach, and we were like, “Okay.” I’d never been more uncomfortable in my life. Even though everyone was naked, it felt ridiculous. We had our balls out, and it was just terrible, terrible. I wanted to cover myself in the sand the entire time. 

Which co-star would you marry in a parallel universe?
I think I would marry Nick Offerman, because I have never seen a person take better care of another person than he takes of his wife, Megan Mullally. I would love to be in Nick’s care. Maybe we could just get married for a weekend.

You have two kids. Were you nervous about becoming a father?
I was so unprepared, in the sense that I had no idea what it was. I don’t think anyone does, truly, until it happens. I immediately took to it. I found taking care of my son was the missing puzzle piece for me. It was the thing that made me feel like a real person. He’s 10 now and my best friend. As they get older, you realize that you need to get them ready for the world. That’s your job, especially when they become aware of the world and start turning into the person they’re going to be. That, for me, causes anxiety. “Am I getting him properly ready?” And my daughter too, who is two years younger. It’s a complicated job that I am always trying to improve upon, but there’s nothing better. 

Where do you think comedy is headed?
There is this interesting place that it’s been going in the past few years. High Maintenance, Broad City and Search Party—they are all easy, unforced, naturalistic comedies that I find really comforting and engaging. It’s comedy that’s not afraid to make you feel uneasy. It signals something exciting down the road. I find those shows inspiring, and some of the people making them are young, which is great for the future of comedy. 

Favorite comedy and comedian?
My favorite is Defending Your Life, the Albert Brooks movie. That movie was a game changer for me. It hit me in the spot that was like, “Oh my God, this guy is writing for me—that’s how I feel about everything.” My trifecta is Steve Martin, David Letterman and Albert Brooks. Growing up, those were my guys. Louis C.K. is an obvious pick. He’s like America’s best buddy you want to talk to at the bar for three hours. 

What’s the best career advice you can offer?
Just carve out your own spot. Don’t let other people tell you what you are. I think I started a little younger than I should have, so I was a little more susceptible to people telling me what box I was in. I believed it for too long and let that limit me. I think people starting out and making their own stuff is incredibly healthy. It’s healthy for show business as a whole and for the individual performers, writers and directors, because they get to be great at something rather than waiting for someone’s permission. 

Changing gears, what’s your ultimate sexual fantasy?
Oh Jesus. At this point in my life, 11 hours of uninterrupted sleep sounds like an enormous turn-on.