- If you don't hop aboard the change train, you're gonna get derailed.
- We will never have that chance [of doing SCTV] again. We will never get that kind of a shot at it.
- [on auditioning for a scholarship at the American Academy of Dramatic Arts:] I didn't get it! And I was pissed!
- [on the SCTV cast:] Well, we really had a chemistry. The whole was greater than the sum of its parts.
- People interest me more than things.
- [on financial hardship during his childhood in Pittsburgh:] I still remember nuns from the church bringing us food.
- [on the first open auditions at Second City Toronto:] In walked Gilda Radner, Dan Aykroyd, Eugene Levy and a guy named John Candy. There was talent. I was floored with how good they were.
- I definitely think of myself as more of an actor than a comic - my training was in drama, I only fell into comedy accidentally. And I think people are surprised when they meet me, because they expect me to be entertaining and funny, like a stand-up. I'm just not that way. [Although Joe's colleagues swear he was literally the funniest guy at the table.]
- I fell in love with Toronto. I thought, wow! This is a great city, you know? I liked the atmosphere there. The creativity that was bubbling ... percolating. There was a lot going on with the arts scene. That theatre which Bernard Sahlins opened without air conditioning, in one of the hottest summers in Toronto's [history] ... I looked it up. [19]73 was a hot summer. No air conditioning, and no liquor license.
- [on anxiety:] Even when I did SCTV for a living, there were a lot of times I wanted to bail before curtain [....] Right up until the lights come on for the opening of the show.
- I find it strange how popular superheroes have become. You can't identify with these people. In comedy and drama, the most interesting part is how you can identify with the characters. But now you have a character that has superpowers? Where's the interesting vulnerability?
- [Advice to his comedy students:] I wish I could boil it down to one thing. It has to do with being intelligent and honest in your approach. Find something funny and explore it intelligently and honestly, even if you have to look bad in the process. I think the audience appreciates these traits - assuming you have a sense of humor to begin with. That's the main thing.
- [on whether he is a practicing Catholic:] Only in the sense that I haven't remarried. I have been separated for 12 years. Somewhere in the back of my head is that you can't get married again. You had your shot at it.
- Everybody in the world thinks of me as Canadian, and I think of myself as Canadian.
- I used to sit in movie theaters in Pittsburgh wanting to do this, and now I'm doing it.
- [on writing and acting:] I don't think I could depend on either one, to make a living. I like doing both, so neither gets boring. It's hard for me to separate the two.
- [on the origin of Guy Caballero:] One time when Harold Ramis was [playing Moe Green] station manager of the show, he got a phone call from this guy which was me, a gruff voice. He said, who is this? And then just out of the blue, using that old The Gay Caballero (1940) thing, I said, This is GUY Caballero. And you can see Harold laughing.
- [The SCTV cast] didn't like doing this, but I said, we should repeat some of these characters because television is different than other forms. People like to see characters coming back that they like. I had to pull some teeth to do it, but they decided to do their characters more than once. That was great, because everybody came up with good characters.
- [on the Pittsburgh Pirates:] We used to catch the streetcar from Homewood into Oakland, buy a hot dog and wait for the seventh inning, when they raised the gate at Forbes Field and we could get in for free. Frank Thomas was my idol. I loved baseball . . . it drove my family nuts.
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