Here’s a list of Comedy Clubs in the U.S., which you can sort by location.
If you want to delve further into the art of writing comedy, here’s an article from the Guardian about writing comedy and subverting expectations.
And here are a number of excellent books on the subject.
The Comedy Bible
by Judy Carter
Judy Carter uses quotes from famous comedians to illustrate her points. Her book has exercises in it to prepare the fledgling stand-up comic. There’s lots of funny in this book, though it is geared to someone who wants to go pro.
The Comic Toolbox
by John Vorhaus
The Comic Toolbox is a true “how to” book. Vorhaus creates an atmosphere where you will just have to let your inner editor/ critic take a back seat to the creative process, building confidence all along. The blurb on the front of the book reads — “A funny idea is worthless until you understand the mechanics of its construction and execution. Meet Mr. Goodwrench,” from Russ Woody, Producer, Murphy Brown.
Jon Macks writes about finding humor in everyday situations. He has written for The Tonight Show, the Academy Awards, the Emmy Awards and Hollywood Squares. He knows his funny.
David Misch recaps the founders of funny in his book, telling tales of Buster Keaton, Woody Allen, The Marx Brothers, Richard Pryor, and Steve Martin. “Every titter is a tiny taste of transcendence; every giggle a glancing glimpse of God.” – David Misch