It's true he's just a comedian, but his comedy goes deeper than your run of the mill midlife crisis jokes at the comedy cellar or whatever.

Just like Bill Hicks, he's a political comedian that reveals hard to stomach truths. Unlike Bill Hicks who creates an abstract persona (of a particular kind of bigot, etc.) and then critiques it, Cohen astonishingly shows you a concrete instance.

Cheney autographed a milk jug he was convinced was used for waterboarding. Saying a joke about this on stage would be pretty funny, but Cheney himself autographed a waterboarding milk jug on camera and lamented about how much it would be worth as a collectors item.