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Anthony Jeselnik started his standup set at Palm Beach Improv last night with a characteristically humble prediction: “This is going to be one of the best shows you’ve ever seen in your lives.”

Ego is part of his shtick, of course, as anyone’s who has seen a comedy special by this handsome shock-comic can attest: He peppers his set with arrogant proclamations of his self-worth and his importance in standup history. But darn it if he wasn’t kinda spot-on last night. (He’ll play four more West Palm Beach shows over this weekend).

Jeselnik is a rare bird: a truly original and genuinely dangerous comic persona, which few others have attempted to emulate. Once he dispensed with the requisite Florida jokes—we have a lot of old people here, his career should be above slumming it in Florida, etc.—he ventured gradually and deliberately into the dark recesses of his comic psyche, like a swimmer dipping into a pool one toe, then one extremity, at a time. A joke about a child abandoned in the back of car drew a few gasps in between the laughs, but that was just the opening salvo. The audience stuck around for jokes about serial killing, alcoholism, domestic abuse, child molestation, prison rape, gambling addiction, 9-11 and the Holocaust. Yes, even the Holocaust! Lisa Lampanelli once suggested to me that this was one area she couldn’t find any humor; Jeselnik went there, with deadpan gusto, and it worked.

Then there was what might called the “dead baby suite,” a string of jokes that made even these off-color riffs seem tasteful by comparison. I’m sure I’m not the first to observe this, but with a mind this sociopathic, it’s a good thing he has comedy as an outlet.

And, regardless of the jokes’ coffin-black nature, Jeselnik is a fine craftsman of non-sequitur punch lines, frequently steering our brains in one direction and then making a wild left turn, like a train that is derailed, then torched, then bombed. He proved an excellent crowd-worker as well, generating some immaculate improvisation and fluidly segueing it back into his scripted material.

He concluded his set with a question-and-answer session and a discussion of his craft that might almost be called genuine. It was the closest to what one imagines the real Jeselnik is like, and it offered a powerful, un-P.C. defense of his frequent offense—the method to his madness.

Anthony Jeselnik performs at 8 and 10:30 p.m. tonight and 7 and 9:45 p.m. Saturday at Palm Beach Improv, 550 S. Rosemary Ave., West Palm Beach. Admission is $25, plus a two-drink minimum. Call 561/833-1812 or visit palmbeachimprov.com.