Louis CK sent out a sincerely funny email on Monday to his fans, letting them know that the blizzard named Juno had forced him to prematurely cancel his fourth and final planned performance tonight at Madison Square Garden.

He wrote Monday afternoon: “Well I didn’t know you could call a thing historic if it hasn’t happened yet. But I’m not one to defy future historic events. And I have to be respectful of the responsibility I have to the 15,000 people who are holding tickets to the show and could be stranded somewhere historically trying to get to or from my show. I think it’s clearly better that I alter history in the name of safety and cancel. Besides, if you’ve ever tried to get your deposit back when you rent a banquet hall for a wedding that gets snowed out, you don’t want to even know what the deposit is on Madison Square Jesus Christing Garden is.”

Louis CK did sell out MSG three times, though, joining a select group of stand-up comedians ever to perform to the full arena in the heart of Midtown Manhattan.

He told David Letterman about it on Monday night’s Late Show with David Letterman. It’s unlike a rock concert, where the fans are screaming throughout.

“So it is a weird feeling that there are 15,000 people, and they’re just sitting there listening. It’s a little unnerving,” CK said. While it’s great when they all laugh at the same time, it’s also a bit unnerving for him, as a comedian, to focus on the “1,000 people” dotted throughout the arena he can see with looks of disappointment on their faces.

Finished with his MSG shows, Louis CK now can put out his stand-up special for sale online, “Louis CK: Live at The Comedy Store,” which he filmed last month.

Letterman started out in stand-up as a regular at the Store, and Louis CK regaled him last night with the tale of his horrible audition for Mitzi Shore, the club’s legendary longtime owner.

Happy ending, of course, filming his special there. I saw Louis CK run this hour a few weeks earlier at Dangerfield’s in New York City, and in this four-minute clip, he has turned the well-known premise of babies on airplanes on its head.

Roll it!

Louis CK: Live at The Comedy Store, available later today only online for $5 at louisck.com.