For a few years now there's been a thriving stand-up comedy scene here in Bangkok. I started going to shows to meet people, then started trying open-mic comedy myself, to mixed success. Recently I took a train, then a boat, to the Khao San Road area to check out Khao San Comedy Club. If you come to Bangkok, I heartily recommend seeing (or trying) some live stand-up. You have nothing to lose but your dignity :-)