Jul 21, 2015 11:31 AM

Before Darrell Hammond took to the famous Studio 8H stage at 30 Rockefeller Plaza for his first time in 1995, he was struck with pangs of nervousness. He was 39 years old and, against all ageist odds, he was about to star on “Saturday Night Live.”

Mr. Hammond gave himself a pep talk to quell his butterflies.

Apparently, that pep talk tided him over for two decades, because he rarely gets pre-show jitters now, 20 years into his career as a comedian, in an ever-brighter spotlight.

“I had a psychic change, I call it,” recalled Mr. Hammond, who will return to Bay Street Theater in Sag Harbor on Saturday for the fourth time. “It was my first experience on ‘SNL,’ and I was so scared. I had this whole realization that I simply cannot allow that, because it would just be a disaster. Whether it’s at the White House or on ‘SNL,’ it’s a disaster to be afraid. The audience will know you’re afraid, and you won’t be funny.”

His newest one-man endeavor, “The Darrell Hammond Project,” will include his claim to fame—a whopping 107 on-air impressions, from politicians to media figures to celebrities—but it delves below the surface. Audiences will get a sense of who he is and the troubles he’s endured, according to Bay Street Theater Artistic Director Scott Schwartz.

“This play is an incredibly personal human story as much as a comedy show,” Mr. Schwartz explained earlier this year. “It’s about his life, it’s about all the struggles he went through from when he was a kid. He had a very challenging family life and a very challenging personal life throughout his career, and it explores how he found his voice and how he found his comedy.

“It’s also quite a dark and quite a harrowing journey that he takes us on. It deals with some tough issues and tough subject matter, and it’s incredibly revealing and open about this amazing celebrity.”

Mr. Hammond grew up in Melbourne, Florida, where he said he was surrounded by true jokesters, including his baseball buddies and his parents, Max and Margaret. But his childhood was far from fun and games. In October 2011, Mr. Hammond told CNN that he was routinely beaten, stabbed and electrocuted by his mother.

And despite permanent behavioral and emotional damage—for which Mr. Hammond has been prescribed medication for the majority of his adult life—he still considers his parents to be more talented than he is. “My father was funnier than I am, and my mother was a better impressionist,” he said. “But neither of them did anything with it, and I did.”

At age 21, Mr. Hammond moved to Manhattan, where he was cast in seven plays in five years, waiting tables to be in shows. Six years later, he returned to Florida to live at home. “I decided that what I really wanted to get paid for was to talk like other people, and that’s when I decided to give it all up,” he said. “I may be poor, but I’ll be doing what I want.”

In his early 30s, Mr. Hammond confirmed that being on stage and making people laugh was the right path for him. “I did an open mic night, and that laughter and applause was so addictive,” he said. “When I was a ballplayer, I got used to being in front of a crowd, but hearing the sound of laughter for something that you wrote was pretty addictive.”

So when a 39-year-old Mr. Hammond landed a coveted “SNL” audition, he was prepared.

“I had spent, from the age of 27, every day of my life for 12 years trying to get good enough, in case I could ever get an ‘SNL’ audition,” he recalled. “They told me, ‘Let’s see how many people you can do in 10 minutes.’ And they did two auditions like that, and then they came to see me in a club to see what I was like in front of an audience. They considered me as kind of a replacement for Phil Hartman.”

That mentality morphed into a 14-year gig, setting the record for the longest tenure in “SNL” history. He said farewell in 2009, leaving with 347 sketches and a whole cast of characters, among them his favorite, Al Sharpton, plus Bill Clinton and Donald Trump, both of whom will make a triumphant return when he performs at Bay Street.

“Doing comedy is a bit like being in a good band,” Mr. Hammond said. “When you tell audiences that you’re gonna do some new material, they just say they want to see what you’re known for. I always wind up doing Clinton and Trump, but I don’t mind.

“My personality is bland,” he added, with a laugh. “People meet me and are disappointed, and I always say that it’s an act for that medium—on stage, in front of people you’ve never met before. It’s an act up there, and it’s all by design.”

Darrell Hammond will perform his one-man show, “The Darrell Hammond Project,” on Saturday, July 25, at 8 p.m. at Bay Street Theater in Sag Harbor. Suitable for mature audiences. Tickets start at $69. For more information, call (631)-725-9500, or visit baystreet.org.