Were you always going to be a comedian?
In Chicago, they have one of the best senses of humour outside Glasgow. So, if you grow up around that, it's a real advantage. Also, nobody can take the piss out of Americans better than an American.
It gives you licence?
Exactly, I know them backwards. I know what they are going to say before they've even finished their sentence. I can smell their mentality.
You are from a Jewish family. Is religion part of your life?
No. I wish I had it - it's a really good safety raft. It would have been so easy, to be born with religion, but it missed me.
Your new show, Losing It, is about struggling with mental illness. Why did you want to do it?
For about ten years, I'd been trying to figure out a way to do something very funny but about something, getting behind why Hello! magazine would drive me to envy, eventually making me sick, and why, ultimately, I want all those people dead.
How does the audience respond?
I am telling the truth, using myself as the target, but usually everyone in the audience is nodding their head. I think that it's cathartic. None of us has a manual on how to live life: we are all winging it. It's a crapshoot.
Why do you think that we still find it so hard to talk openly about mental illness?
Once, we didn't say cancer and we didn't say gay; the new one is mental illness. It's because people can't get it into their heads that the brain
is an organ that can go down, too.
What did it feel like to be unwell?
People think that there is a little guy sitting up there who has nothing better to do than be a wanker and say, "Let's feel a little bad today." If you are mentally sick, that means every day, in and out: you can't get up. Eventually, you lose the ground you stand on.
Do you think that it was something you were born with?
Sure, my mother was mentally ill. I come from a long line of people who were ill.
Were you ashamed of your condition?
Yes. I never talked about it. Especially when you're someone who has a lot going for them - you know, I worked my ass off to get that.
Did the pressures of being on television - of celebrity - contribute to the problem?
It doesn't make you break down. It's a coincidence. You don't get it from something unless you were a soldier or around during 9/11.
When you spoke out about your illness, did you worry that people would define you by it?
They used to think that I was just a clown. People like to put you in a category. I might have studied the trapeze - so, what am I? A trapeze artist?
You've said the tough economic climate might help people's well-being. What did you mean?
I was being facetious. But we have got into this culture of "get as rich as you can, get as famous as you can". For a banker to suddenly work for
a charity might be interesting.
Are you politically engaged?
It depends on what time of the day it is. So I am not political, no. I mean, I think George Bush should have been assassinated, but for reasons of stupidity, that is.
What do you make of Sarah Palin?
A country that comes up with someone like her gets what it deserves. She's the hero of morons.
Do you think she could win the presidency?
She's popular, but we are dead if that happens. It always astounds me how stupid the whole thing can get between New York and Los Angeles. I don't know what is living in Arkansas but I would be very afraid.
So, you prefer living in Britain?
In Britain, they don't tolerate fools; in the US, we celebrate them.
Do you vote?
I can't vote here. I vote in America.
Did you vote for Barack Obama?
Oh, yes. I trust him as a human being.
Is there a plan?
I would like to take my show and rewrite it. I always like things that have been reinvented; otherwise, I'm just competing with people who are funny. You are not just being a comedian: you are making a point.
Is there anything you'd like to forget?
I would like to forget my early childhood. My kids, growing up - they have such a great childhood. I think, "That would have been nice."
Are we all doomed?
No. We're just going through a stupid phase.
1953 Born in Evanston, Illinois
1974 Moves to UK to study at Royal Scottish Academy of Music and Drama
1978 Joins Royal Shakespeare Company
1987 Launches Don't Miss Wax chat show
1988 Meets her future husband, the television producer Ed Bye
1994 Diagnosed with bipolar disorder
1996 Presents Ruby Wax Meets
2010 Starts performing Losing It, about mental illness, at the Priory clinics