Ever since Briton John Oliver appeared as a correspondent on The Daily Show, I’ve wanted to see more of his work, and have hoped to some day be able to talk to him. Thanks to a Comedy Central special, I got to do both this past week. On Sunday, Mr. Oliver starred in his own one-hour stand-up special, “Terrifying Times,” in which he discussed the scariness that is world politics. Instead of crude humor, Mr. Oliver made intelligent observations about serious situations put in a comedic light. A few days before “Terrifying Times” aired, I was able to talk to Mr. Oliver by phone about his transition into comedy, his work on The Daily Show, and his new comedy special. Below is an excerpt.