You ask any comedian why they went into the profession, and 8 or 9 times out of 10 you'll hear stories of melancholy, of feeling like an outsider, of turning to comedy out of some need for attention or approval, and of the frustrating realization that even that attention often isn't enough.

It's a familiar story, one that's been told in interviews and fictionalized often in the past, but rarely has the whole tears of a clown thing been rendered better than on FX's "Louie." Returning for a second season Thursday night at 10:30, it's either the saddest funny show I've ever seen or the funniest sad show.

The series is the singular vision of comedian Louis C.K., who stars in, writes, directs and edits every episode, and who has an unusual deal with FX in which he gets absolutely no creative interference from the network in exchange for a smaller-than-normal budget. Whatever C.K. wants to do, he does.

There was obviously plenty of darkness and self-loathing in the first season of "Louie" - in which C.K. essentially plays himself, focusing on his work as a stand-up comic and his life as divorced father to two young girls - but it feels like that's only been magnified in the new season. That, or C.K. just happened to frontload the more introspective episodes this time around - 3 of the first 4 episodes rely predominantly on the snippets of C.K.'s stand-up act for laughter - and the very eclectic, anything-goes series will be trying on its funny face more often later in the season.

And I don't consider that to be a negative, by the way. Some of the best, most fascinating episodes and scenes from "Louie" season one had no interest in making the audience laugh: Louie asking a gay comedian about using a gay slur in his act, Louie confronting the father of a teenage bully who ruined his blind date, young Louie being terrified at Catholic school by a graphic lesson on the crucifixion of Jesus, etc. C.K. can tell a dirty joke like no one's business - and the stand-up segments remain blessedly, shockingly filthy and hilarious - but he has a lot of deeper stories on his mind, and he tells them incredibly well.

And that continues to be the case in season two, where the stories include a potential medical crisis for Louie's pregnant older sister, Louie confronting his sorry financial situation while shopping for a new apartment, and Louie and Joan Rivers (as herself) having a long, serious, drunken conversation about their profession.

Of course, there's also bathroom humor, and C.K.'s vision of New York as a place that could turn absolutely surreal at any moment, and a lot of other disturbing and hilarious comedy. Next week's episode, featuring a pair of stories about Louie's love life (or lack thereof), is pretty much wall-to-wall comedy (even a section where Louie is pondering the randomness of human existence is half-played as a long, sick joke), and it's terrific. And if the other episodes lean heavily on the stand-up segments to provide laugh, it's still stand-up from the man who's currently at the top of that particular profession.

(In one of the more printable bits, he talks about how his 9-year-old and 5-year-old daughter have different skill levels - and that he and the older girl always have to do things on the younger one's weak level, making them "like three 5-year-olds of different sizes.")

But more often than not, the comedy seems like C.K.'s way of baiting the hook to lead the audience to what he really wants to talk about: family, opening yourself up to the world, accepting your limitations as a parent, professional standards, and more. And C.K. in all his various roles on the show is so effective with the show's serious side that I've never once had the Homer Simpson reaction where I've wanted to bang on my TV and yell, "Be more funny!"

If Louis C.K. wants to get me doubled over in laughter, he can do that almost without trying. But if he wants to use long stretches of his TV show to take me into the black, depressed corners of his mind, he's earned that right. Silly or sober, "Louie" is one of the best shows on television.  

Alan Sepinwall may be reached at sepinwall@hitfix.com