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Comedian Neil Hamburger, a character of Gregg Turkington, performs onstage following the Entertainment premiere during the Sundance Next Fest in August.Frazer Harrison/Getty Images

For more than two decades, Gregg Turkington has been trying not to talk about Neil Hamburger.

Created around 1992, Neil Hamburger is Turkington's comic alter ego. Billed as "America's Funnyman," he's equal parts pickled lounge lizard and hackish Catskills comedian. Hamburger tells humiliating anecdotes in a chipper tone of a polished pro to the titillation of canned audience laughter, frequently ending with the self-deprecating punchline, "But thaaaaaaat's my life!"

Around 1999, Hamburger hit the road, performing live comedy before confused, befuddled, intermittently amused audiences. The jokes became even lamer, and nastier (e.g. "Why did Madonna feed her baby Alpo-brand dog food? She couldn't help it. It's just what comes out of her breasts"). Hamburger mutated into a putrid caricature of entertainers gone-by: greasy tendrils of hair combed over his head, squeezed into an ill-fitting tuxedo, clutching cocktails in the crook of his arm, clearing his phlegmy throat as he berated crowds for not laughing enough. Soon he began appearing on TV shows and in music videos, a cult comedy icon beloved by people who were in on the joke. All the while, Turkington himself kept his distance, careful to maintain the illusion that Neil Hamburger was a real comedian.

"I've done millions of interviews," Turkington says, over the phone from Los Angeles. "But I would do them in character. That's the way I liked it. I was never interested in talking on the record about the character if I wasn't in character." But now that's changed. Turkington (and Hamburger) are the stars of American filmmaker Rick Alverson's new film Entertainment. And the starring role in a movie has forced Turkington to, as he puts it, "open the lines."

In Entertainment, Turkington plays a comedian touring across the desolate American southwest, playing to hostile crowds in half-full barrooms. His stage persona is Neil Hamburger – or at least a version of Neil Hamburger. One that's more genuinely contemptuous of his audience. This Hamburger is the product of a performer who has given up, and is barely resisting as he's ground through the motions. "The onstage persona is lifted directly from Gregg's character Neil Hamburger," Alverson explains. "The offstage character is a product of the film."

This offstage character (he's never named) shuffles dead-eyed through his day-to-day life, placing unanswered phone calls to an estranged daughter who may or may not exist. His despair and existential loneliness follow him onstage, where he snaps at hecklers, masochistically invites the wrath of the truculent audiences and, in one particularly dire performance, mimes mowing them down with a machine gun."He doesn't realize that his horrible emotional strife is spilling over onstage, overwhelming the show," Turkington says. "You can put on a tuxedo, but it's not going to be enough."

It's another extension of Turkington's real experience touring as Hamburger, where audiences will quickly turn on him. An especially disastrous performance occurred when Hamburger was opening for comedy-rock duo Tenacious D at Madison Square Garden in 2007. Unreceptive to Hamburger's jokes about the Holocaust, Harriet Tubman, and Robert Redford, uh, inserting himself into a jar of Paul Newman-brand spaghetti sauce, the crowd reached a near-riot. The set amounts to 30 minutes of the comedian being booed and heckled, while he pleads the sound guy for "some laughs in the monitors." Most comics would consider it a terrible show. Turkington released it as a live album.

"I like that I can do a terrific show one night, and it'll feel like a love-fest," he explains. "Then I'll do a show the next night and have a hostile audience. But I'm doing the same material! That's very interesting to me: the city, the nightclub, the mood. They all play into it and produce these different reactions."

Some people label this brand of humour "anti-comedy," a term that Turkington categorically rejects. After all, if people are laughing, how is it not comedy? It's like someone who doesn't like hot dogs arguing that hot dogs aren't actually food. "I think it's crap," Turkington says of the whole "anti-comedy" idea. "To me, what's anti-comedy is that second Garfield movie that came out. You're sitting there, watching it, and you're not laughing. You're seething with anger. Then storming out. That was anti-comedy."

Entertainment works as a nice counterpoint to another of Turkington's current projects. On the satirical film review series On Cinema at the Cinema, Turkington stars opposite host Tim Heidecker (co-writer of Entertainment) as an overzealous film expert. Yet another tweaked version of himself, On Cinema's Gregg Turkington expresses a wide-eyed, incipient enthusiasm for every movie he's tasked with reviewing, typically awarding everything "five bags of popcorn" out of a possible five.

Where the Turkington we see in Entertainment is all but dead to the world, the Gregg of On Cinema is childlike in his passions. But to Turkington, the naive, blissfully oblivious Gregg of On Cinema is even more of a cultural casualty than the calloused, intensely self-aware performer he plays in Alverson's film. "He's entertained that he's looking at a screen," Turkington says of his movie buff Doppelgänger, "and not thinking about the dead-end-ness of his own life."

Dead ends are everywhere in Entertainment. They're in the washed-out desert landscapes, the airplane graveyards and desolate motels Turkington's character shuffles through like a living ghost. Most of all, they're at the centre of the film, in the idea that the fantasy of stardom is just that: a shimmering phantasm produced by a bogus ideology. Entertainment is about a shared cultural myth being exhausted, a notion Alverson and Turkington were both fascinated by.

"We were both interested in the idea of pursuing a dream that society and the media and everybody implies is available," says Turkington. "With hard work and perseverance and believing in yourself. But that's not always the case. And it can't be the case."

It's something Alverson has explored previously in films like 2012's The Comedy or his debut, 2010's The Builder. His films see characters lost in the chasm that separates The Idea of a thing (wealth, celebrity, America) from the grimmer realities of the thing itself. It can be depressing, discomforting, unpleasantly confrontational and totally alienating. But, as Neil Hamburger might put it, with a resigned shrug, thaaaaaaaaaaaat's life!