The comedian, actor, singer and activist is referred to as the "patron saint of outsiders", known for using comedy to discuss taboo subjects such as racism, homophobia and rape culture, and draws heavily on her own experiences.
It sounds like heavy stuff for a comedy show, but Cho is an old hand at wringing humour from the bleak; she sees using comedy as a platform.
A big part of the show is inspired by "feminised rage" around atrocities.
Cho ties all this in with frank anecdotes her own years of sexual abuse, and her recent single I Wanna Kill My Rapist, which caused controversy even among her feminist fans.
The song has been criticised for its violent message, but Cho says it's merely a metaphor, "I talk about my experience and the way that message comes through is ... wanting to murder the memory inside and find strength there".
Last year she was accused of racism after her appearance at the Golden Globes as the fictional North Korean general Cho Young Ja.
Cho is accustomed to offending people but she says, is the "right thing to do".
