In the late 1950s, in the New Yorker, A.J. Liebling derided Chicago as “the second city.” A group of University of Chicagobased actors and comedians immediately adopted the moniker for their comedy troupe. Twenty years later, the improv group Chicago City Limits spun off from Second City and moved to New York—which I guess makes New York the third city. Now the touring company of Chicago City Limits is visiting our city, whatever number it might be. Confused yet? At tonight’s show, the group promises to set things straight. Chicago City Limits does improvisational sketch comedy described by its artistic director as “spontaneous, interactive, and irreverent.” This is not “theatre sports” a la Whose Line Is It Anyway?; the group specializes in longer scenes and will even create an entire musical on the spot, with the assistance of its traveling musical director. If you’ve been traumatized by other comedy shows, be reassured: My research suggests that you will be safe from (1) involuntary volunteering; (2) airborne liquids, flames, and vegetable matter; and (3) Mark Russell. In addition to touring, Chicago City Limits maintains a theater in New York where it’s logged more than 7,500 performances, without benefit of smoke machines or cat suits. But save yourself the Metroliner fare by showing up at 6:30 and 9:30 p.m. Saturday, July 29, at the National Museum of Natural History’s Baird Auditorium, 10th and Constitution Avenue NW. $23. For reservations call (202) 357-3030. (Pamela Murray Winters)