In his stand-up special New in Town, which premiered last weekend, Saturday Night Live writer John Mulaney begins by emphasizing his preternaturally boyish looks. “When I’m walking down the street,” Mulaney quips, “No one’s ever like, ‘Hey look at that man.’ I think they’re just like, ‘Whoa, that tall child looks terrible!’ ” It’s this innate guilelessness that makes Mulaney so appealing. When he impersonates Ice-T from Law and Order: SVU saying awful things like, “Looks like the victim had anal contusions,” the contrast with his Dennis the Menace 'do makes it even funnier.

Slate spoke with Mulaney about New in Town, which was released on CD and DVD this week, his old-timey sketches for Saturday Night Live, his fear of roving packs of youth, and why he doesn’t believe in five-year plans.

Slate: I noticed that in New in Town, a lot of the humor is based around your fears—of teenagers, of random homeless guys pushing you in the street, of driving. Do you work through your anxiety in your performance?

John Mulaney: A little bit. It felt cathartic to talk about teenagers making fun of me, because it’s like a thing, when you walk around New York, when you see a group of eighth-graders or high-schoolers on the street, it just scares the hell out of me. Not that they’re going to beat you up, just that they’re so merciless and good at making fun of people. I had a bunch of jokes that aren’t on [New in Town] about how afraid I am of possums. I did those in Australia, where they have lots and lots and lots of possums, even in Melbourne proper. That was really fun, because it was 100 percent true, and it absolutely came from my real anxiety. So yes; I have exorcised those things.

Slate: Besides exorcising the anxiety, how do you work out the material that you’re doing?

Mulaney: Most of the time, it starts with some sort of opinion or event, and I’ll write it down. Just like, “Still afraid of being kidnapped,” or something. And I’ll put that away. And then what normally instigates me writing a lot is booking a bunch of shows. At SNL, it’s like, we’re done, I’m going to the comedy cub four times this week, and then I’m going to do Whiplash, and then I’m going to go on the road. Let’s take out all these scraps of ideas and flesh them out.

Slate: Do you keep your SNL brain pretty separate from your stand-up brain?

Mulaney: For some reason, yes. A lot of people think it might cross over more, but I think of SNL like, “Oh, I want to do a big sketch; I want to do like a Wizard of Oz thing with Fred [Armisen].” They’re very different to me in scale. Stand-up for me is just my opinions on things, so it wouldn’t be as fun translated into a sketch. Nor would a sketch be as fun if it were me standing there saying it.

Slate: It also seems to me that your work for SNL has an old-fashioned aesthetic—like the Vincent Price sketches—which isn’t really present in your stand-up. Where do those ideas come from? Did you watch a lot of old movies as a kid?

Mulaney: I was just planted in front of the TV for a long time. And I also am a big film fan, so I see a lot of old movies. And Bill Hader is a huge fan of film and has seen everything from 1901 until now. And you know he does stuff for Turner Classic. So we both love it. When we do Vincent Price, people back then were just larger characters. A celebrity impersonation from 1940 is so different from one now. Now everyone kind of acts the same. It’s like, “Hey, how you doing, nice to meet you.” People used to have crazy accents and big eyebrows and stuff. Characters were just a lot archer. You’d see a movie and the villain would be cackling and have a big curly mustache. There was a lot less subtlety. Andy [Samberg] and I wrote this sketch last year called “One-Take Tony.” It’s just a classic old movie voice of, like, [in old-timey movie voice] “Back in a minute.” So those types of things, period pieces, and period characters are so much fun in sketch comedy because they’re so big.

Slate: In New in Town, you talk about your girlfriend and your family. Are the stories you tell exaggerated? And how do they react?

Mulaney: The stuff about my parents—I wouldn’t say it’s exaggerated. It’s how I remember them when I was younger, which was my dad was very imposing. I have a joke about him—he’s a lawyer; they’re both lawyers—about him interrogating me. He caught me lying about brushing my teeth when I was a kid by finding my toothbrush and feeling it and seeing it, as he said, bone dry, and that’s how I remember it. And with my mom when I was younger, her yelling, that’s how I remember it. So it’s not quite exaggerated; it’s more impressionistic.

Slate: From a child’s perspective.

Mulaney: Yeah. By the way, they still live up to that sometimes; it’s not like I was completely off. And I think they like it. I mean, people like jokes about themselves.

Slate: I saw you tell a story about your parents knowing Bill Clinton in law school. Your dad was very skeptical about Bill’s intentions with your mom. I thought it was terrific—was there a reason it didn’t end up in the Comedy Central special?

Mulaney: You’re talking about the story I told onstage at Eugene Mirman’s show that I tested out there and just wanted to try. Sometimes it’s fun to tell personal stories at shows like that where even though there’s a couple hundred people, it’s not being shot and going out on TV or anything. And I’ve definitely told stories about myself or others that I then go, “Okay, I would not do that on television necessarily.” By the way, for anyone reading this, it’s not an incriminating story. It was something I was working on after the special.

Slate: When you’re testing out material at small venues, do you ever worry about it being taken out of context and put online in some way?

Mulaney: There’s a vibe in a room when you’re doing stand-up, that if you quoted something a stand-up said in print, without the context of how playful they were trying to be or what the vibe in the room was like, it could seem really dirty or offensive and you can’t quite capture what it was like in that moment. That’s the most I’ve ever used the word “vibe,” by the way. But I don’t worry too much about it. It is interesting to see how stand-up comedy shows are being tweeted about and discussed. It might not be a bad thing.

Slate: Another recurring theme in your stand-up, besides the anxiety, is Law and Order. Do you just watch the new episodes of SVU on TV or do you watch the reruns of the other shows?

Mulaney: I not only watch it when it’s on TV but for a long time my girlfriend and I would watch SVU on Hulu Plus. And we’d already seen every episode. It was a bummer to find that out. We would just scroll through them and read the episode titles, like, “Have we seen ‘Bound’?” “Yes.” “Have we seen ‘Double Jeopardy’?” “Yeah.” And she remembers them much better, so she can tell from like the Hulu thumbnail that we’ve seen it.

Slate: What do you like so much about those series?

Mulaney: It’s the structure. If they have arrested somebody before the half-hour, that is not the person, because they can’t prosecute someone for 45 minutes; they can only prosecute them for a half-hour. If they’ve arrested someone at the half-hour, it’s probably the person. But if they arrest someone early and go to trial, there’s a major twist coming, maybe that person is taking the rap for their dad who actually did the murder, or maybe vice versa, they’re taking the rap for their kid. That happens a lot.

Slate: This is such a hacky job interview question but do you have a five-year plan?

Mulaney: Well, I want to do another hour special. I want to work on the next hour of stand-up. And no, actually, I don’t like five-year plans. You don’t know the future, so I don’t know why people go, “If I don’t make partner by the time I’m 32 …” Well, you could be in jail, what do you know? You could be framed for murder.

This interview has been condensed and edited.