“I was pretty much the first comic to play this club,” comedian Emo Philips said early on in his playful and loose hourlong set Wednesday night at Zanies in Chicago. That’s no joke. Philips — who was born in Chicago as Phil Soltanec and grew up in nearby Downers Grove — started his comedy career in Chicago in the ’70s. And after over four decades in the business — making the late-night circuit, snagging small film roles and recording specials (including a quick set in this year’s “SXSW Comedy with Natasha Leggero: Part 2”) — his pageboy haircut, offbeat cadence and high-pitched conversational tone still cut a unique and captivating presence. It doesn’t hurt that he’s got an arsenal of darkly hysterical (or, if you prefer, hysterically dark) material — mostly one-liners — that he dispenses with canny naivete. Capped with a slow-motion shrug and a widening of the eyes, Philips can make an unexpected punchline about necrophilia seem downright cheerful. As part of Zanies’ “Welcome Home Series” for comedians from Chicago, he’s returning for a run of shows this week at all three Chicago-area locations (Chicago, Rosemont and St. Charles), professing his love of Chicago and his love of stand-up. “Stand-up comedy and the clubs that support them are one of the last communal places,” he said earnestly. “To me stand-up has to be live. Don’t you think?” He then dismissed watching comedy on a television at home: “It’s like incest. You’re putting convenience over quality.” And the Chicago goes deep in this lineup, with David Pasquesi — known to Chicago comedy fans for the long-running and beloved improv show “TJ and Dave” and to the rest of the country for his recurring role on “Veep” — serving as the opening act. “This isn’t really my thing,” Pasquesi opened with, acknowledging his lack of stand-up bona fides. “I don’t really have a thing, but this ain’t it.” In dark blue slacks, a light blue shirt and black-framed glasses, and frequently referencing notes he brought to the stage, Pasquesi delivered 15 minutes of promising material that landed in some spots but faltered in others. “I’m not here long and the next guy is excellent at what he does,” he said at the end of his