By Jenn Hintz,   Published Apr 30, 2010 at 1:32 AM

Craig Ferguson entertained a full house Thursday night at the Pabst Theater, where he brought the lot to tears with his masterful weaving of story-telling, song and spoof.

Opening his set with a familiar feel, Ferguson was joined by "Late Late Show with Craig Ferguson" characters Chris the Leather Boy and sax man Jeff Arnold, both dressed in black, for a twisted, dance-filled Calliope trio of flute, sax and lip-syncing.

Connecting with the audience almost immediately, Ferguson mused that when he arrived in Milwaukee he felt like he was home largely due to the "beery smell."

He then segued into an hour of non-stop stories and jokes poking fun at everything from sex, the Scottish and Charlie Sheen to Fabio, Siegfried & Roy and Larry King, who he likened to being "punk rock."

Impressions of Ellen DeGeneres, the Pope, Dick Cheney and others rounded out the show nicely. Wrapping up the show with a rollicking lip-synced rendition of Brittney Spears' "Oops I Did It Again", Ferguson brought the show full circle with a final dance number featuring the return of Leather Boy and Sax Man -- now dressed in white.

Opener Randy Kagan, who was truly entertaining in his own right, got the audience going with a short set of edgy jokes focusing around grandmas, gay men, piercings, marijuana, and midgets, asking the audience at one point, "do I seem retarded to you?"

The entire set was casual and natural, much like the monologues Ferguson delivers nightly on CBS (but with topics and vocabulary a bit edgier), leaving the teary-eyed audience feeling as if they'd just had a hilarious roller coaster ride of a conversation with the man himself that felt like it ended all too soon.