The Week in Comedy: How does Nathan Penlington's comedy quest end? You decide...

Stranger than fiction: Nathan Penlington performs ‘Choose Your Own Documentary’ (Colin Ross)

To stand up on stage and perform a one-man show is an act of bravery. To stand up on stage and perform a one-man show that has 1,566 possible versions and five possible endings, and then to hand the controls of that show over to an audience is an act of madness.

Yet this is what Nathan Penlington does every night in the course of his show, Choose Your Own Documentary. Part live comedy, part documentary film, it is inspired by, and steals its form from, the interactive Choose Your Own Adventure (CYOA) books that he loved as a child growing up in the Eighties.

When he bought a set of 106 of the books – including such gems as The Trumpet of Terror, The Phantom Submarine and You Are a Shark – on eBay back in 2006, his own real-life adventure began. It turned out that the books, which present the reader with a choice of action at the bottom of each page, all belonged to the same boy. A Terrence Prendergast of Birmingham had written his name in the front and, crucially, left a touching, mysterious page of his teenage diary leafed into the back of The Cave of Time.

"I'm quite obsessive anyway and the diary just sat in my brain, gnawing at me," says Penlington, 37, who lives in Hackney and was thrilled earlier this week to discover a rare Crystal Maze-themed CYOA in his local Oxfam bookshop. Three years ago, he made the decision to track down Prendergast, and return the diary. He hired a film crew and started searching for his Adventure-loving kindred spirit, his "needle in a haystack", as he puts it.

The result is Choose Your Own Documentary, a show that unfolds, like the books, according to the audience's preferences. As Penlington relives the dilemmas that he faced on his quest, the audience votes by remote control on his next move. Should he search for Prendergast online, or hit the streets of Birmingham? If he finds him, what should he ask him? Should he bring up the diary?

Along the way there are side stories, which delve into Penlington's own teenage travails. There is a love letter that he never sent to his school sweetheart Nancy Mills when he was 13. Should he track her down and deliver it now? And there is his continuing love affair with the CYOA books. Should he head to America and try to interview their creator, Edward Packard, "the most experimental writer of the 20th century"? His life is in our hands – as is the course of the show. "Choose wisely", warns Penlington. "The show could end suddenly and badly, and it will all be your fault."

For his part, Penlington never knows where a night might take him. "I'm essentially coming on the adventure with the audience. Some performances can be quite emotional but if you go the reckless route, you probably won't get the emotion. There is still stuff we've never shown and I've done 40 shows now."

As a concept it is at once deeply nostalgic and dazzlingly modern. There are loving jokes in the introduction to the books, while the guerrilla film footage recalls the dark and compelling internet mystery, Catfish. The show demands engagement from its audience, encouraging them to be bold and take decisions, while also considering the effect that every tiny choice might have. The basic question of what happens next leads to bigger questions. When is it time to let go of the past? Does what happened to us as teenagers affect us as adults?

With so many options, there are inevitable loose ends. Unsurprisingly, Penlington gets return, frustrated, visitors. "One guy has come back eight times to try and get all the different endings," he says. For those who find themselves too tantalised by the multiple possibilities on offer, Penlington has now written a book, a dual memoir with Prendergast, which will be published in May. In the meantime, the show is touring theatres and documentary film festivals. Go and see it. Or don't. The choice is yours.

'Choose Your Own Documentary' is on tour (chooseyourowndocumentary.com/dates); 'The Boy in the Book' is published by Headline on 22 May

Angry Alexei is not amusing

The old ones are always the best ones, or at least that seemed to be Alexei Sayle's message at Leicester Comedy Festival this week.

The stand-up was talking about his 35 years in the business and in the course of a coruscating speech scorned many of the comic generation that came after him, including Frank Skinner and David Baddiel ("misogynist") and Peter Kay ("extremely bland").

He made some good points about the alternative comedy scene but it is never edifying to see a comedian attack their own kind. Sayle should stick to what he does best, ranting on stage in a comedy club, and leave the analysis to audiences.

What I watched this week

Jonah Hill's 'Me'

In Jonah Hill's spoof of the new Spike Jonze film for 'Saturday Night Live' (above), 'Her' becomes 'Me'. Spot-on.

https://www.youtube.com/watch?v=IkSenKn1Fv8

Doll & Em

On Sky Living. Dolly Wells is brilliantly funny as a fish out of water in LA. Shades of 'Curb Your Enthusiasm' and 'The Trip', which can only be a good thing.

Max and Ivan: The Reunion

At The Vaults, London. The sketch duo's multi-character school reunion rom-com is slick, funny and a real joy to watch.

www.twitter.com/alicevjones