Comedians are supposed to know how to connect with their audience. (Videos below!)
For example, a generic rule of thumb from a comedy class (that my husband Dave taught) is, when your rehearsed material is not working, connect with the audience. You can just change your tone, or wording, or where you look, or you can actually talk with the audience. When people feel you've connected with them (often signaled by getting some laughs), go back to delivering your rehearsed material. (This is not a hard rule, but a general guideline for new comics learning the ropes.)
This can take almost any form. A comic (Chris Barron, performing in Minneapolis) once had a man with a huge beard in the front row. Whenever his jokes stopped getting laughs, he would just point to the guy with the beard in the front, begin clapping and say "Ladies and Gentleman, Mr. Grizzly Adams. A big hand for Mr. Grizzly Adams!!" People would laugh, and he would go on with his show. (It was amazingly effective.)
But what do you say to them if you talk? I couldn't find any examples by searching the the web, so I looked through some clips of the comic many people feel is one of the best ever at talking to the audience: Paula Poundstone. And I found some great stuff, all included below!
Paula is famous for "interviewing" folks and quickly finding all kinds of funny things to bring out. Usually she is interviewing audience members, but in one case below, she interviews a talk show host (who thinks he is interviewing her, but ends up laughing hysterically).
She often incorporates information that just came up, so some of the clips start a little bit before she talks to the audience, so you can hear how she incorporates things. Keep listening to see how she weaves the information into her talk with folks, and how once she gets going it gets funny quickly.
The first two videos pretty much start with Paula talking to the audience, but the later ones you have to fast forward to get to the best starting point. Until I get the videos into clips of just the suggested parts, what you can do is click a video to start it, then pause it. It will keep downloading while it's paused, and then after a bit you can forward it to the suggested start time, which I've posted above each video for now. (Or you can just watch the each thing from the beginning while you wait for her to get into it with folks.) Remember, the first two you can just watch right from the beginning.
So without further ado, heeeere's Paula!
Funny Girls - Paula Poundstone Bonus: Kind Work
Start after song at beginning
Start video from 2:55
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Start video from 5:02
Start video from 1:50