Perhaps one of the most persistent myths about comedy (beaten only by “women aren’t funny”, and “I’ve got a good one for you”) is that humour is nationality-specific. The French only like Jerry Lewis, the Germans have no sense of humour, the rest of the world thinks Mr Bean is funny, Americans don’t understand irony. People can believe these myths in the face of all evidence to the contrary: if Americans don’t understand irony, how come they made The Simpsons, The Larry Sanders Show, Frasier, The West Wing, and everything else good on TV? And, perhaps more pertinently, if we’re so funny, how come the last sitcom created here that made me laugh was Black Books, which finished in April 2004?

As globalisation ensures that you can buy a Starbucks pretty much anywhere on earth, humour is travelling too. The 2007 if.comeddies award (a witlessly-named replacement for the prestigious Perrier, awarded on the final Saturday of the Edinburgh Fringe Festival) went to an Australian, Brendon Burns. The previous year, it was given to Phil Nichol, a Canadian. Even I, who view travelling with much the same enthusiasm that most people save for a trip to the dentist (which, conversely, I don’t mind at all), have started to gig abroad.

My first overseas gig was in Manhattan, which is a very cool place to start. But not particularly in comedy terms: the bottom fell out of the American stand-up world some years ago. Its demise was attributed to the rise in public access television. Actually, it was more down to the fact that American comedy clubs aren’t really designed for comedy – an inexplicable attachment to at-seat service means there are always waiters, drinks and food moving into your eye-line and the ordering process can be lengthy and noisome. Think how long it took Meg Ryan to order a sandwich in When Harry Met Sally, and then multiply that to a table of people. So American stand-ups tend to do short, repetitive sets, with little story-telling and few call-backs – they can’t use these techniques, because they know the chances are that people weren’t listening last time they mentioned anything.

I was lucky to be playing in a tiny theatre, instead of a comedy club. In London, the audience would have been nice, but shy. In New York, I discovered that you can ask a binary question, to which the only possible answers are yes, and no, and receive a third option: the rapturous round of applause. It’s like extra-yes. Whenever anyone is snide about American have-a-nice-day politeness, I remember that there are much worse things to be than polite.

The following year, I was booked to do a set in Berlin. They have an amazing cabaret circuit there – I went on after a pair of lesbian tap-dancers and before a contortionist in a lycra sailor suit. I opened with an apology for knowing no German – it was offered at my school, but I took Latin instead. Most places, that would get a small laugh – enough for them to see I was being self-deprecating and that I was conscious of the fact that it is kind of rude to turn up in a different country and not speak their language. But not in Berlin. In Berlin, I watched as a sell-out crowd of people nodded approvingly – they agreed that Latin had been the right choice. I mean, what if I’d become a lawyer? My parents, I was told afterwards by an earnest couple on the back row, must be very proud.

Last week, I went to gig in Luxembourg. The audience were incredibly cosmopolitan – Brits, Aussies, French, Belgian, Luxembourgish, and those are just the ones who spoke to me. It’s an odd city – full of people who work in high finance or for aid agencies. Like the place in Chitty Chitty Bang Bang, there are no children there. I asked them if they’d had them banned, and they laughed. But didn’t disagree. They were smart, fun and unshockable, which is pretty much the ideal audience for comedy. I had offers of more work in Chamonix and Belgium.

The one place I haven’t gigged is Holland, where there used to be a famous club in Amsterdam. A friend of mine was on the bill there once, when a German comic took to the stage. He was greeted with a frisson of hostility – Anne Frank’s house was pretty near there, and memories are long. He opened with, “Are there any Jews in the house?” In the appalled silence that followed, he waited, a quizzical expression on his face. “No?” he asked, baffled. “Well, what have you done with them?” I think he had to be escorted from the building. I guess comedy doesn’t always travel.