Sometimes the band members, and especially the homeless man (During "Old City Bar") will engage in a bit of shtick at the concerts. Namely Chris.
Their 'What is Christmas?' bit in The Lost Christmas Eve tour.
The two keyboardists always have a sort of piano-off of back-and-forth badass playing, and often accompany their opening chords with exaggerated stereotypical emotional-classical-pianist mannerisms that get a laugh out of the crowd.