Mitch Hedberg, who died 20 years ago on March 30, 2005, is remembered by Jeff Siegel, director of a documentary movie about the late comedian.

That’s not a joke that most stand-up comics would make, but it’s the kind of humor that’s instantly synonymous with the late, great Mitch Hedberg.

Twenty years ago, the comedy world was stunned by the death of beloved performer Mitch Hedberg, who was still on the rise not long after having released what would become his best-selling album ...