For those who aren't familiar with Russell's comedy, he isn't for the faint of heart. First of all, unlike his TV appearances, 3/4 of this show's material was based on the audience. And to tie in my earlier comment about shame, it isn't limited to the usual "Oh, you're married? How long?" stuff. No, think "Oh, you must be insert ethnicity, followed by a hilarious take on the appropriate stereotype." But, yes, hilarious to the point that the part of my brain that knew it was wrong to laugh had no say in the matter.
I won't ruin his material by putting the half-remembered stuff up here, but just to give you more of the flavour, check out this since-removed quotation from the Yuk Yuk's site:
Brown bomber Russell Peters boogies haphazardly on stage to the beat of his own drummer, a funky East Indian disco dementia. Although he looks like he just stepped off the boat from New Delhi, he is part of Canada's multicultural melting pot. He's a first generation Asian-Canadian who has developed a unique act based on his heritage (...Anglo-Indian descent).
Peters grew up in the 1970's as the child of immigrant parents in a predominantly white middle-class neighborhood 25 minutes from downtown Toronto. He was a small child who was regularly bullied and beaten by white kids. As a result, he befriended the neighborhood's black children because they were the only ones who didn't pick on him. He turned his rage into sport by taking up boxing at the age of 15. And he transformed his pain into humor a few years later by hitting the comedy clubs.