“The State’s” Kevin Allison hosts the “RISK!” podcast. (Gene Silvers)

In the mid-’90s, Kevin Allison was among the many stars of MTV’s alt-comedy sketch series “The State.” After the show was canceled in 1995, members like Thomas Lennon, Michael Ian Black and David Wain went on to greater successes, but Allison, who hid behind kooky characters, struggled to find his voice. It wasn’t until 2008, when, for the first time, Allison told a story onstage as himself, that he found it. “My voice just turned out to be my voice,” he says. Shortly after, Allison, 44, started a live show and podcast, “RISK!,” where guests tell true stories they never planned to share. Saturday, he hosts two “RISK!” shows at the Bier Baron.

How did you get to the point where you started “RISK!”?
When “The State” was on MTV we did what a lot of comedians do: We got really competitive and we started roasting each other. I was one of the people who suggested that we should have a half hour at the beginning of the day where we’re not joking around, we’re just being sincere in how we’re feeling about life.

Was that hard to get a group of comedians to do?
Yeah, it was unusual. We called that check-in. Because I was the only gay member — there were nine straight guys, me and Kerri Kenney — I was the only one who wasn’t hanging out with the rest of the group 24/7. I would head out to have these little perverse adventures in gay New York City in sub-basements.

It was Michael Black who started saying to me back then, “You should get onstage and start talking about this crazy stuff you do.” And I used to say to him, “Hollywood has a way that they expect people to be and I feel like I’m too gay, too kinky, too Midwestern, too friendly and too lapsed but still kind of Catholic.” So for years I hid behind that feeling, that I can’t be myself onstage.

What did you do instead?
I ended up doing a lot of character monologues. The last solo show was about five characters who had f’ed up their careers, so this show was blatantly autobiographical. There was a vaudevillian actor who was jealous of how much more successful his comedy partners had become.

That sounds nothing like you.
Right! Eventually, I ended up in San Francisco at Sketchfest and Michael Black came to see it and he said, “I still think you should drop the act and just be yourself.” I said, “It’s just too risky.” He said, “That’s the word — if it feels risky, then chances are you’re making yourself vulnerable, and the way that people tend to react to that is to open up.”

So you finally took his advice?
Margot Leitman had a live show called “Stripped Stories” and it was all about sex and I said, The riskiest thing I can think of is to tell a story about how I attempted to be a hustler, a male prostitute, before “The State” was picked up. I was really not cut out for that line of work.

How did the storytelling go?
I was totally connecting with the audience. When you start telling the truth it just opens a Pandora’s box of resonances for people. I decided the next day: I’m going to create a show called “RISK!” where that’s the idea every single week.

Will the D.C. shows have a theme?
The theme is “guilty.” Once people get what the show is about, the most amazing things come out. Someone will tell a story where something totally surprising happens where you’re like, Oh my god, life is sometimes more spectacular than a movie.

Bier Baron, 1523 22nd St. NW; Sat., 8 & 10 p.m., $20; 202-293-1887. (Dupont Circle)