You may not know David Cross, but you probably should.

He has appeared in numerous sitcoms (“Just Shoot Me,” “NewsRadio”) and movies (“Men in Black” and its sequel, “Scary Movie 2,” and “The Cable Guy”) but is probably best known for “Mr. Show,” a sketch comedy show that called HBO home during its four seasons. Cross and his partner in comedy Bob Odenkirk became somewhat cult heroes for the show.

“Mr. Show” is no longer on television, but Cross has remained busy. He and Odenkirk just finished a successful “Mr. Show” live tour across the country and any day now we might get to see the duo’s long-delayed movie, “Run Ronnie Run.” Cross also just released a stand-up record titled “Shut Up You Fucking Baby!” on Sub Pop Records.

Along with Tony Rock (Chris’s younger brother), Cross will be performing his brand of edgy stand-up at 8 p.m. on Wednesday at Stephens Auditorium. Earlier in the week he took some time out to talk about his career.

TF: You’ve been busy lately with a lot of different projects. Can you tell me about them, starting with the new album that is out on Sub Pop?

DC: Well, I’ve got an album out on Sub Pop.

TF: Tell me where the idea for the album came about.

DC: I was on tour with this band that I go out with occasionally. They are friends of mine and I have them open up for me. We play clubs — music clubs, not comedy clubs, which I don’t care for. We were at the end of this first tour sitting in the van and literally driving to the last gig. We were all talking about how much fun it was, how successful it was and how we should do it again and then my cell phone rang. I’ve never talked to anybody from Sub Pop in my life and it was a guy from Sub Pop saying, “Hey I got this weird question for you: How would you feel about doing a stand-up album for Sub Pop?”

So we just did the last show, went home and regrouped and set up another bigger tour. We did like — I can’t remember, 20-something cities, and taped half of them and that was the album.

TF: Why do you prefer to do the music clubs as opposed to the comedy clubs?

DC: Well comedy clubs are really — I mean, as you know if you have been to a comedy club as opposed to a music club, the energy is completely different. Clubs are where you make a lot of money — I can make way more money in a club. First of all, you can only do an hour. Second, you don’t dictate who is on the bill with you. Third, you don’t set the ticket price. At a [music] club I can set my own price and make it all-ages too. At a [comedy] club often you can’t do an all-ages thing and tickets are like fuckin’ $20 or some bullshit like that and a two-drink minimum and dumbass appetizers and all that kind of crap. I should say that I don’t like doing comedy clubs as much as I really prefer doing rock clubs.

TF: And you just finished up the “Hooray for America!!!” “Mr. Show” live tour. How was that?

DC: We all had a really good feeling that it was going to be fun and successful and it was. It’s always good to go out — I don’t mean to sound corny or clich‚d — but it’s good to go out and visit the people that are fans of yours that don’t live in L.A. or New York.

TF: You want to tell me a little behind the book, “Mr Show — What Happened?”

DC: The [idea] for that was completely from Naomi Odenkirk, Bob’s wife. She started working on it during our fourth season. She started doing interviews and stuff and then it kind of sat around for a little bit. She was trying to get publishers and couldn’t so that’s why it is self-published.

And then she just started working again with a lot of gusto. And it was — I know Bob will say the same thing — it was a pain in the ass for us because we are doing all of this other stuff and Naomi is constantly going, “Umm, in episode 303 … ” Then you get these messages or e-mails and you’re like, “What, I don’t fucking know … what was the shirt? Where did the shirt come from … I don’t remember any of that.” So it was constantly all of that stuff. We had no idea how great it would look and then we actually got it and everybody was like, “Fuck, this is really impressive.” You can see all of the work she put into it.

TF: What the hell is up with HBO? Is it going to put out the next two seasons of “Mr. Show” on DVD?

DC: Yes, we already did the audio stuff for season three so those should be coming out in spring I think, or whenever they want to put it out.

TF: Can we expect to — or when will we — see “Run Ronnie Run?”

DC: I have no idea. That’s not up to me, it’s some guy at New Line. It has been out of my hands for over two years. I know as much about it as you do.

TF: Are you past the point of being angry about it?

DC: Oh yeah, I don’t even talk about it anymore — it’s not even a subject. I mean occasionally, no offense, I’ll do an interview and someone will go, “Hey what about “Run Ronnie Run’ ” and I’m like, “Huh? Oh yeah, that’s right.” That was years ago.

TF: What was the first thing you thought when your agent, or booking agent or whoever, said, “Ames, Iowa”?

DC: I said “Sure.” I have higher hopes for this college than for most other ones. I really don’t like doing college gigs. I shouldn’t say I don’t like them but they are kind of at the bottom of my list. It is usually that the student activities director is a fan and they go out and get me and most people are not familiar with my work. And then you’re in a room where it’s too bright and you are in a student-lounge-area kind of thing and there is no discerning audience.

Also, most people in college that I have met are really not that bright. There are a lot of exceptionally, extremely intelligent people in colleges. But you know — I’m sure you have your share of the greek system there and the guys who it is their first two years away from home and they’re all excited and going to get high every time they can and they’re like [stoner impression] “yeah man, whatever.”

TF: Why do you think Ames will be any better?

DC: I’ve just heard better things about it. Believe me, I’ve played various schools where it’s just — it’s not terrible but it’s not good. As I’ve said, I’m just a diversion, something to do on Wednesday night at 8 p.m.