He’s probably best known from his long-running TV series According to Jim and films like K-9, Red Heat and Mr. Destiny. But Jim Belushi is a consummate entertainer who’s been performing consistently on screen and on stage since the late-’70s. Most recently he co-starred in Woody Allen’s buzzy Wonder Wheel. Now Belushi is getting back to his roots—like his older brother John, he started out with Chicago’s legendary Second City improv—with his Board of Comedy troupe at the Laugh Factory inside the Tropicana Oct. 6-8. He spoke with Las Vegas Magazine’s Brock Radke recently.

What lead you to create the Board of Comedy about three years ago?

I went and saw my son (Rob) doing his improve show and they invited me up, and I was a little rusty but I got some laughs. It was fun, and I just thought we should put a company together and do some shows. We’ve toured all over the country playing performing arts centers, benefits and corporate shows, and we do workshops, too, which are a lot of fun. I’ve got Joshua Funk, who’s a great musician and scored TV shows. He’s our musical director. And then Larry Joe Campbell, the funniest man I know, he’s out of Detroit and he was on According to Jim. Megan Grano is one of the sharpest women I’ve ever met. We’ve been having the time of our lives. I’d do these things for free if I didn’t have an agent!

Does the improv format keep the show fresh wherever you go, or do you make big changes from show to show?

It’s never the same show. We do the same formats, certain games like “Make a Broadway play” or a thing called “Debate,” where we’re getting audience suggestions. And it can change from G to PG-13 to R depending on the venue, but nothing graphic. A little language and innuendo.

You’ve brought this group to Las Vegas once before, but you’ve performed in Vegas quite a bit over the years, including opening the House of Blues as the Blues Brothers with Dan Aykroyd. What do you like to do when in Vegas?

Well, one of my best friends James Orr, who wrote and directed Mr Destiny, lives in Vegas. He takes me to all the places nobody knows in Vegas. We go to Lotus of Siam and Carson Kitchen downtown and we go to Chinatown for foot rubs and boba tea and great sushi for a great price. Then we usually end up at Montecristo at Caesars smoking beautiful cigars. I’m not much of a gambler, sometimes I play a little roulette just for fun, but when I go to Vegas I always have a good time.

What was your experience making Wonder Wheel with Woody Allen?

Oh man … Woody is as gentle and wonderful a director as I’ve ever worked with. He totally understands the actor and what you need and creates a feeling and environment that allows you to go full-out and risk 100 percent. Anyone who sees this movie and my performance will say, “I’ve never seen him do this, and I didn’t know he could.” It was heavy duty, but I’ve never been more prepared in my career.

Talk about heavy duty: Your co-star is Kate Winslet.

It was a little intimidating walking onto that set with Woody and Kate because in my mind they have invisible statues on their shoulders. You’ll be blown away when you see it. Kate is going to win the Academy Award. I was standing to the side watching this scene where she’s talking to her daughter, and I’m watching this monologue thinking to myself, “This is the moment. I’m watching an Academy Award-winning performance.” She’s so brilliant.

You’ve worked with so many great actors and directors. Who’s the one people ask you about the most?

The dog (from K-9). “What was the dog like? Do you have that dog?” (Laughs.) I have, though, so many. The great experiences all tie together. Michael Mann, Roman Polanski, Paul Haggis, David Simon, and this year David Lynch. He’s crazy cool.

You’ve said in the past one of your favorite films to make was Gang Related. What was it like working with Tupac Shakur?

I loved making that movie. Tupac was an artist, a trained actor who went to a performing arts high school. I’m a musician and he’s a musician so what was real sweet about that was we both had sort of musical rhythms in our work. We jammed in scenes. I would go low and approach the scene from a lower volume and slower intensity and he would match it like a guitar player over a bass player, take the lead. Then I would come on strong and he would fill in. He was a joy to work with. And he died (a short time) after (making) that film, just a giant loss of talent that really broke my heart. His craft was just getting better with each scene so who knows where he could have gone with it.