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Here's how The Getaway works: A prospective host gets a call and is asked where in the world they'd like to go — and they can go anywhere. Last season, Aziz Ansari opted to try out Hong Kong's famed food scene; in this season's first episode, Anchorman's David Koechner wanted to return to Dublin for a few pints. When the call came for Adam Pally, the rising-star comic actor who currently stars as Dr. Peter Prentiss on Fox's The Mindy Project, the answer was simple: Vegas, baby, Vegas.

Adam Pally went to Vegas to gamble, party with his buddies, drink and gamble some more.

Here’s how The Getaway works: A prospective host gets a call and is asked where in the world they’d like to go — and they can go anywhere. Last season, Aziz Ansari opted to try out Hong Kong’s famed food scene; in this season’s first episode, Anchorman‘s David Koechner wanted to return to Dublin for a few pints. When the call came for Adam Pally, the rising-star comic actor who currently stars as Dr. Peter Prentiss on Fox’s The Mindy Project, the answer was simple: Vegas, baby, Vegas.

The episode, which premieres this Wednesday on the Esquire Network at 9 p.m. Eastern (check local listings, as they say), is a madcap adventure that features Pally, his cousin Ben, comedy writer Doug Mand, and comedian friends Jon Gabrus and John Gemberling (Bevers from Broad City) bro-ing down in Vegas. They visit the secret pizza spot and the Chandelier Bar at the Cosmopolitan (see video below), get wrecked on scorpion bowls and then cured at a Hangover clinic, and wrap up with a full-on feast at Bouchon Bakery — complete with a wine paring. “Let’s raise our sauv-blancs,” Pally says mock-snobbishly. Here, he spills on being lucky as an actor, if not so lucky at the blackjack table. 

Tell me about what it’s like to get the call for The Getaway. Did you make up your mind for Vegas right away, or did you have to think about it?
I was super psyched that someone was gonna pay me to go to Las Vegas. And so I jumped at the opportunity. I also have two really young babies who don’t sleep very much, so if anyone wants me to do a job for them, and they’re like – you have the opportunity to sleep in a hotel for a night, I’m like, okay I’ll take it.

It’s like a get out of jail card with your wife?
Yeah. Exactly.

What about bringing the guys that you brought? Jon Gabrus, your cousin Ben, Doug Mand and John Gemberling — did that just come to you right away? 
Well, I actually had a bunch of people that I wanted to bring. But the network said I could only bring a couple. I wanted to make sure there was no one handsomer or thinner than me. So that’s how I picked the Johns. They also worked out because they’re two of the funniest people on the planet. And then my cousin – you know, I like to be with family. And travel with family, ’cause I know that those other guys’ll sell me out at the drop of a hat. And then my buddy Doug, everybody’s got like a best friend that they super trust. As much as I know that my cousin Ben loves me, he still has one eye on my bank account, you know? But I needed Doug there too.

Yeah I was gonna ask you about that, it looked like you possibly lost a lot of money during the filming of this episode. Is that true?
I did, yeah. I lost a lot of money.

Is that your money or the network’s money?
It’s a mix of both I would say. I was probably the first person to ever film The Getaway to have the network call in and say you have to stop giving Adam money to gamble. But there was a lot of my own that was gone as well.

You’re a New York east coast kinda guy and you live in LA, right?
Yeah.

Do you have some favorite places that you have in LA — where you’re like a regular?
Oh yeah, totally. I’m a creature of habit and there are places in LA that I am – that I take up residence. Like I’m Nate & Al’s twice a week I would say. You ever been there?

No, I’ve never been there.
Oh my God, you’ve never been there? What’re you nuts? It’s like a Jewish deli. It’s like the best Jewish deli in California. It may not be the best Jewish deli food-wise, but it’s the best Jewish deli vibe-wise. And I go there all the time. I’ll just sit and work and drink coffee and eat matzo brie. And you know, Watch Larry King smear shmutz on his face.

I actually wanted to go back further, and was curious: how did you get into the Upright Citizens’ Brigade? Were you drafted into it – how did you get in?
[Laughs] No, I was not drafted into it. It’s not like the army. That would be terrible if you were like the funny guy at your workplace and that’s how you got picked up by the Upright Citizens’ Brigade. But I think I was really lucky, to be living in New York at a time when the theater wasn’t yet really big, and so you’re being taught by second and third and even first generation people that studied with Del Close. I was a fan of the show, and I grew up in and around New York City. So I had been to the theater even in high school, and seen a bunch of shows, and I just always knew that that’s where I wanted to be. So when I moved to New York [City] at 19, I signed up.

And then – does it just instantly open the door to all kinds of opportunities ‘cause there’s so many great people that have come through there?
Yeah. I mean, all those great people that have come through there hadn’t really come through there though, they were just there. I remember, one of the first things I saw was Andy Daly, doing improv. And he had not yet moved to LA, he wasn’t doing MAD TV. He was just doing improv and he’s the funniest person I’ve ever seen in my life. I didn’t know he was gonna be the star of one of the best comedies ever, but he was onstage and I saw him. Same with Paul Scheer; he was my teacher. And I didn’t know that he was gonna be considered one of the funniest people of all time. I was super lucky to be there at a time like that.

The Mindy Project really found its stride when you appeared in the second season.
Oh, thank you.

But doing the research to talk to you, I wasn’t aware that it kind of came out of something bad that happened with your previous gig, Happy Endings, getting canceled. What was that whole experience like to go from this great thing that seemingly didn’t work to then getting the role on The Mindy Project.
I was really lucky. Happy Endings – while it never was the ratings success that you wanted it to be, it was always kind of appreciated in the comedy community. And so when it was over, I got a call from Mindy and she asked if I wanted to come do some episodes. And then it started working out, and it’s a great place to work. So it kinda just happened like that.

So did it start out as just a two or three episode arc and then all of a sudden you get asked to be a main character?
I think it was supposed to be three to five, and then after the first couple it was working out. So I think they thought I kinda helped round out the cast, and so they asked if I would stick around. And it’s been really fun.

What’s it like on set there? 
It’s great. It’s a really great place to work. Mindy’s really fun, and Ike Barinholtz and Dave Stassen, who are producers and on-set producers, are really great. They’re gonna be huge comedy directors one day. And it’s fun. Chris Messina is an old friend of mine and Ed Weeks is great. There’s not a lot of places to do comedy on television, so I feel lucky to have a small little real estate section of my own.

Back to The Getaway: How much of it did you drive versus the producers? Were you really wanting to go check out certain places on your own?
No. The only thing I wanted to do in Vegas was gamble and eat. And drink. And they said that I could do plenty of that. So then I was like, okay cool.

And you went to the Peppermill, Secret Pizza at the Cosmpopolitan — where these places that you had been to before?
Basically – I can’t stress this enough — anytime that you see in this episode of The Getaway that we are not in a casino, I am irate. And so the fact that the Peppermill was outside the casino or off the strip, I was really pissed off. And I couldn’t wait to go back to the casino.

They actually made you work for this?
Yeah. Exactly. 

[Read an interview with last week’s host, David Koechner, on Food Republic]

Food Republic is the media sponsor of The Getaway , with new episodes every Wednesday on the Esquire Network.