David Koechner performs at 8 p.m. and 10 p.m. Friday and at 6 p.m., 8 p.m. and 10 p.m. Saturday at the Punchline Comedy Club, 280 Hilderbrand Drive in Sandy Springs. Tickets are $25 each. Call 404-252-5233 or see www.punchline.com for information.

The first time David Koechner came to Atlanta was in his teen years, when he came with his dad to a poultry convention.

The second time was earlier this year, to film “Anchorman 2,” the Will Ferrell comedy so stuffed with talent you had to wonder who was left in Hollywood.

“It was crazy to look around every day and see all these cameos,” Koechner said, possibly referring to Tina Fey, Amy Poehler, Jim Carrey, Liam Neeson, Kirsten Dunst, Kanye West, Sacha Baron Cohen, Vince Vaughn, John C. Reilly or any of the other names added to the “Anchorman 2” roster when the movie shot a huge scene downtown. Technically, Koechner’s not supposed to talk about it.

“It was an absolute blast,” he said.

He's headed back for a third time this weekend to perform at the Punchline Comedy Club, twice on Friday and three times on Saturday.

“Just an hour of hilarity” is what all five audiences can look forward to, he said.

In addition to his role as sportscaster Champ Kind in the “Anchorman” movies, Koechner is known for his roles including his recurring stint as Todd Packer on “The Office.” He prizes the immediate feedback from an audience, though.

“I love (performing) live,” he said. “It’s why I do stand-up. I started out doing improv and sketch (comedy). It shows exactly what works.”

“Anchorman 2” also stars his former “Office” colleague Steve Carell, along with Paul Rudd, James Marsden, Christina Applegate, Harrison Ford and Kristen Wiig. Director Adam McKay has said he was looking for performers comfortable with shooting from the hip, an environment Koechner enjoyed.

“There’s a healthy bit of improv,” he said. “It was an absolute blast.”

The father of five wasn’t thrilled to be away from his family, but he did enjoy hanging out with his colleagues.

“To be out of town is always difficult,” he said. “But it puts the cast together.”

“Anchorman 2,” which is scheduled for a Dec. 20 release date, filmed at the Silver Skillet and Olympic Flame restaurants (the latter temporarily became “Champ Kind’s Whammy Chicken” restaurant), a private home in Buckhead, at a temporarily installed ice rink at Peachtree Center and in Woodruff Park. The crew also headed east for some filming at St. Simons.

“We got around,” Koechner said. “Everybody in the city was very respectful. The feeling of excitement that everyone had that we were there was nice.’