Every November, the New York Comedy Festival brings more than 200 comedians, ranging from legendary to unknown, to venues around the city.

This year's lineup is led by Bill Cosby, who will perform Saturday at Carnegie Hall. Other big names on the bill include Amy Schumer, Bill Maher, Hannibal Buress, Dane Cook, Maria Bamford and Nick Offerman.

But there are plenty of other shows, both large and small, worth seeing:

 

Stand Up for Heroes

As usual, the comedy festival kicks off with the Stand Up for Heroes benefit, which supports the Bob Woodruff Foundation and features Louis C.K., John Oliver and Bruce Springsteen, among others. Over eight years, Stand Up for Heroes has raised more than $21 million to help injured service members. (Wednesday, 8 p.m., The Theater at MSG)

Schtick or Treat

A Halloween tradition, this high-concept show features 30 comedians performing as their comedy heroes. If you ever wanted to see Ellen DeGeneres or Woody Allen in a small club, this is as close as you're likely to get. (Wednesday, 8 p.m., Littlefield)

An Evening with 'The Late Show With David Letterman' Writers

With David Letterman ready to hand "The Late Show" over to Stephen Colbert next year, this could be fans' last chance to get a behind-the-scenes look at how it all comes together. (Friday, 6 p.m., The Paley Center For Media)

Marc Maron

This veteran comedian is best known for hosting the podcast "WTF with Marc Maron," in which he offers revealing in-depth interviews with comics and other celebrities. His IFC show, "Maron," in which he plays a fictionalized version of himself, will be back for Season 3 in the spring. (Friday, 7:30 and 10 p.m. NYU Skirball Center)

Bob Odenkirk book release

Comedy fans know Bob Odenkirk for his role in the cult classic "Mr. Show with Bob and David." Many others know him for his turn as lawyer Saul Goodman on "Breaking Bad" and upcoming spinoff "Better Call Saul." This show celebrates his new book, A Load of Hooey," which includes creations like "Obituary for the Creator of Madlibs." (Sunday, 7 p.m., Gramercy Theater)

If you go: New York Comedy Festival, runs Wednesday through Sunday. For lineup information visit nycomedyfestival.com