Alternative comedy is a style of comedy that could be considered antithetical to traditional setup/punchline stand-up comedy. It breaks conventions, giving the performer freedom to do whatever he or she would like. It can feature aspects of sketch comedy, improvisation, performance art or monologue.
Most alternative comedy is intellectual on some level, either in its content (the jokes require an educated audience) or in its form (the audience has to understand how the approach being taken satirizes something traditional, for example). It usually demands some sort of intellectual participation from the audience.
In the United States, alternative comedy came into its own during the 1990s -- primarily at the Los Angeles club Un-Cabaret. Comedians who got their start there -- and who, subsequently, have brought alternative comedy into the mainstream -- include David Cross, Bob Odenkirk, Margaret Cho, Patton Oswalt, Dana Gould, Beth Lapides, Andy Kindler and Laura Kightlinger.