How do you start with something like The Pajama Men? Indeed, how do The Pajama Men even start with something like The Pajama Men? It's a maelstrom of imagination, a tour de force often belying description (and most of the time also explanation) as it writhes away magnificently.

Shenoah Allen and Mark Chavez are bolstered onstage only by a couple of chairs to be employed as the sole props,  plus a multitalented pianist/guitarist/singer-songwriter to provide a plaintive soundtrack whenever it may be needed, turning the performance into the supremely silly improv version of an expertly realised indie movie.

Well, except that their storytelling ambitions would far outstrip any small budget, The Pajama Men: In the Middle of No One taking in alien counsel, child adoption, space exploration, the sexual promiscuities of various animals, the disgustingly suggestive call of the South American Give It To Me bird... And that's all just for starters.

As comedy theatre it's peerless, because who else could possibly compete? The Mighty Boosh might be the closest comparison to function on a mainstream level, but they venture in wayward directions without the razor-sharp sense of direction that The Pajama Men maintain grip on even during their silliest moments.

They're deft enough to be able to perform narrative pirouettes on needle-point twists and turns, suddenly shifting in direction and adopting new personas with breathless ease. Their ability to latch straight away on to the minutiae of social interaction and people's physical tics often manages to provoke laughter an aeon before character would usually be established (all this with no costume changes or stage scenery to rely upon).

Another amazing element to The Pajama Men's show is how they manage to pull all the threads together during the last segment of the show. What appeared to be a random series of disposable sketches suddenly builds to a coherent finale so moving that you conversely feel a bit silly for being so emotionally caught up in what’s happening. (That's even before you take a step back after the performance and realise it existed for that moment only in the combined imagination of both the participants and audience.)

Allen and Chavez are simply superb, their interplay seamless enough that they can switch between the same two characters from second to second and still leave you in no doubt as to who is who. They are indeed in the middle of nowhere, and yet simultaneously there's nowhere they can't be. It's a beautiful and entirely confounding place to be.

• The Pajama Men: In the Middle of No One is on at Rainy Hall at Assembly Hall at 9pm until August 29