Though he currently lives in Reno, Nevada (at least until his roving stand-up career takes him to yet another city), comedian Damon Millard got his start in Milwaukee. When he was, as he says, “learning to hold a microphone” here, he co-founded Caste Of Killers, an independent comedy collective that helped pave the way for Milwaukee’s now-burgeoning stand-up scene and saw his first morsels of humor turn into full-fledged material.

Now, Millard is ready to return to the city where he started to record Shame, Pain, And Love, and hour’s worth of brutally honest and inwardly directed jokes that track his humble beginnings to where he is as a comedian today. Before this weekend’s album recording at The Underground Collaborative, Millard told Milwaukee Record why he decided to make a record, how he’s preparing for it, and where he plans to go next.

Milwaukee Record: As someone who’s been doing comedy for a long time, why did you decide now was the right time to record an album?

Damon Millard: I want to leave something behind that is going to represent my early era in stand-up. The simple answer is I’m ready. I’ve been able to and have performed hour-long sets since around two-plus years into doing stand-up. I would never have been comfortable releasing those sets to the public because they were just an hour of jokes, whereas this album is a statement. I believe I’m a strong enough comic now to weave an intricate set that is not only cohesive and funny, but will also be a time capsule of this stage in my stand-up. I have jokes that I’ve written that are on the cusp of being retired, that I barely tell at comedy clubs anymore, that if I were to wait any longer would not make my album. I need to record now so that I can preserve them and continue to grow.

MR: Since getting started in Milwaukee in 2009, you’ve lived in New York and now Reno, with other places in between. Why did you ultimately decide to record the album in Milwaukee and at The UC? Did you want to return to where it all began?

DM: Well, first of all, since leaving Milwaukee, I’ve spent considerable time in Dallas, New York, St. Louis, Louisville, and now I have a residency at Reno Tahoe Comedy Clubs here in Nevada. I’m flying into Milwaukee, doing the album, flying back to Reno, headlining a March 10 gig. Then on the 11th, I’m off to Southern California before returning to the Big Apple to pick up where I left off. Recording the album in Milwaukee is a no-brainer. I started there. A lot of the jokes that are going to be on this album were written while hungover sipping on a Bloody Mary at The Comet Cafe, just around the corner from my apartment. This is definitely a homecoming. There is no question about it. Although I am from upstate New York originally and have lived and worked all over the country, my comedy was born in Milwaukee. I learned to hold a microphone there. And I am returning because that’s home. I’m recording at the UC because I have a great relationship with Matt Kemple. I love what he’s done for the Milwaukee comedy scene.

MR: You’re calling Shame, Pain, And Love “the portrait of a flawed man.” Does the set cover a specifically dark time in your life or is it a collection of shameful or difficult moments from various points in your life?

DM: I do begin by talking about a specific event that recently happened to me that has really disrupted my life. So I travel back and give them a biography, if you will. I can’t think of a time in my life that wasn’t shadowed in some kind of turmoil, and so that’s what I talk about. “When I was young, I was poor, and goofy, and wanted to be cool. This is what happened because of that.” If I had to try to sum it all up into something digestible, I would say this album is a confession of a man who has tried his whole life to get it right, but because he was short-sighted and ill-equipped from the very start, his flaws kept him failing the whole way. Can this guy win? Is there love for a guy like this? Don’t we all have a little devil inside who begs to be let out of his cage, promising that he’ll behave, and as soon as we open the door he fucks it all up for us?

MR: With more on the line than your typical set, are you nervous? How are you approaching these shows in ways that might differ from the usual Damon Millard set?

DM: Am I nervous? Yes. But I’m nervous every time I perform. I have never shaken performance anxiety. The level of nerves I had when I performed for 800 people was about the same as when I step on stage for an open mic with six comedians. I guess the only difference is I know this one is for all the chips and that’s fucking with me a little. I usually have no fear about getting away from material, interacting with the crowd, or, if I’m doing a joke I’ve done hundreds of times, I tend to see if there’s a part of the joke I can expand on in the moment, writing on stage. With this one, I want it to be tight, and perfect, and because I’m putting that kind of pressure on myself, there’s a bit of extra fear that I’m going to skip a joke and it will be lost forever.

MR: What’s next? Are you recording this with the intention of touring more, doing more shows, and having something to sell to new crowds? And are you retiring this hour after it’s done?

DM: I’m going to continue to work on new stuff. I have a lot of jokes already written that just aren’t part of this story, so that will be the base on which my next hour will be built. I have never really tried to get into festivals, so that’s something I’m going to do more of in the future. I see how well it’s helping other comedians make contacts and get work, so it’s time to go down that road. I will try to break into more clubs and hopefully I want to settle on a place to live full-time. Honestly, New York is a comedy city, but the stuff it affords you—getting on stage multiple times a day, rubbing elbows with the best guys doing it—aren’t really worth the price of admission. Rent is too high, everyday if feels like 200 more comics are getting off the train demanding a seat at the table, then everybody is starting to sound the same. Everybody has a train joke, a homeless guy joke, and a gentrification joke that references some kind of artisan muffin shop in a neighborhood that used to be a ghetto. I want to end up in a place big enough that there is comedy opportunity, but not too crowded that I’m not just a cog in an endless machine that would rather give a guy with no talent or experience a spot because he is willing to sell tickets in Times Square. I would rather let my writing speak for me.

Damon Millard will record Shame, Pain, And Love Friday, February 26 and Saturday, February 27 during two shows at The Underground Collaborative. Both shows begin at 8 p.m. and cost $12 pre-sale ($15 at the door).