In 1994, Bob Kulhan was in his early 20s and on the path to becoming a marketing executive at a top ad agency. The financial stability of his blossoming career comforted his parents.

That year, he also began taking improvisational comedy classes at Second City, a renowned comedy institution based in Chicago. There, Mr. Kulhan learned from stars like Tina Fey, Amy Poehler and Del Close.

“Improv is what I am supposed to be doing with my life,” he said he realized after taking classes for a year. At 24, he quit his comfortable job to pursue a career in improv comedy.

To supplement the small income he earned doing comedy, he found gigs hauling Sheetrock, filled in as a substitute teacher and worked as a bartender at Wrigley Field. He also found a job dressing up as Mr. Monopoly to promote a local casino.

These odd jobs, though, weren’t enough to make ends meet, and by the end of the ’90s, Mr. Kulhan couldn’t cover his $800 monthly mortgage.

Then he discovered a more lucrative side of comedy, which was growing quickly in Chicago: corporate improv, which teaches the techniques of improv in workplaces to help employers develop employees’ so-called soft skills like effective communication. As it turned out, many companies were eager to pay comedians hundreds or thousands of dollars to run team-building workshops.