The New York Comedy Festival kicked off officially on Wednesday night with the eighth annual all-star benefit for the Bob Woodruff Foundation, Stand Up For Heroes, with Louis C.K., Jim Gaffigan, John Oliver, Bruce Springsteen and Jon Stewart performing to raise money for our wounded veterans and their families.

Last month, the United States also unveiled a brand-new memorial in Washington, D.C., the American Veterans Disabled For Life Memorial.

So as this Veterans Day approaches — the federal holiday in 2014 falls on Nov. 14 — we stand up for heroes in new ways. An Emmy-winning documentary takes it a step farther and further by letting five of these wounded warriors stand up for themselves as comedians, facing their post-war realities and permanent battle scars and showing us that while we cannot laugh it off or away, the jokes do help the healing process.

Comedy Warriors: Healing Through Humor, directed by John Wager, follows Army Sgt. Joe Kashnow, Army Capt. Darisse Smith, Marine Corps Sgt. Rob Jones, Army 1st Lt. Stephen Rice and Army Staff Sgt. Bobby Henline as they’re coached by the likes of Lewis Black, Bob Saget, B.J. Novak and Zach Galifianakis, before putting on showcases at the Hollywood Improv and The Laugh Factory.

Henline suffered burns over almost half of his body as the sole survivor of a roadside bombing, and after allowing the audience a lengthy pause to size him up, delivers his opening line: “You should see the other guy.”

Kashnow was driving a truck in a line of vehicles in Iraq when an explosion took out his leg. He said he’d already turned to jokes while heading into surgery to deflect from the pain and trauma of his amputation. Jones did tours in Iraq and Afghanistan before he stepped on a landmine. He wore a pirate hat when his mom came to see him: “That would help with the initial shock.”

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Rice said his injuries took him to a dark place for a year. “I think that’s where a lot of guys get hung up, is they kind of get into that rut of they define who they are by their injury. If you’re not able to move past that, then I don’t really think that you’re healing,” he said in the film. “You either let those emotions from the day to day grind like beat you down and just be angry all the time, or you can let that come out at certain times laughing. It’s a way to let that steam cap off. And it makes you feel better.”

It puts their audiences at ease, too.

Black, shown at left offering advice and criticism to three of the veterans, said afterward: “They each were able within their story to find a way to talk about it in a fashion that was funny.”

Other comedy mentors included Kevin Rooney, Mark Brazill, Bob Nickman, a writer/producer on Freaks and Geeks, and Bernadette Luckett, a producer on The Tracy Morgan Show. “When something hurts to talk about, if you keep talking about it, it stops hurting. That’s what a comic does every single night when they go up and talk about something.”

Saget, talking to the troops via an introductory Skype session, put their ambitions in perspective with his own. “Comedy is hard, but what you people are doing is braver than me just flying to Orlando and going onstage to make college kids laugh.”

Novak lightened the mood with a joke: “My initial reaction when I heard about this is: Haven’t they been through enough?”

The documentary allows us to watch big chunks of their rehearsals and interaction with their comic mentors, while also informing us of the grave nature of PTSD and survivor guilt that haunts so many of our veterans long after they return home from war. Comedy Warriors does us and them a great service. And it does so with both grace and humor. As Henline finds more truth in comedy, delivering lines such as: “I’ve got so many skin grafts I can’t tell my ass from my elbow.”

Comedy Warriors received special Emmy recognition from the Television Academy this summer. Roll the clip.

It’s worth watching anytime. But it’s even easier for you to catch Comedy Warriors on TV or your electronic screen this weekend: It airs this weekend on Showtime or this month on Showtime Anytime; that anytime feature also applies if you have Netflix. Or you can buy the DVD. Someone also uploaded the whole thing on YouTube.