I watched this episode of Louis C.K.'s show that Ta-Nehisi highlighted, in which Louie hits on an African-American checkout girl in a way that at first is cute (he tries to buy her flowers, which she rejects) and then blatantly inappropriate and threatening (he follows her home, where she cuts him dead). There's a lot to be said about the racial and gender interactions in the episode, but really what struck me, both in the situations Louis sets up for himself to play, and in the standup he's doing, is how sad all the material is.
We live in an age of largely confident funny guys, whether they're hot assholes like Dane Cook, or cheerful schmoes like Seth Rogen (though he's kind of transformed himself into a hot guy). Even someone like Rainn Wilson, who has spent a lot of time playing abrasive and pathetic, is confident in his abrasion and patheticness. We don't have a lot of prominent self-loathers out there.