In the very adult comic drama “Is This Thing On?” Will Arnett plays a man who tries out standup comedy as a way to cope with his impending divorce. Strong performances by Arnett and Laura Dern propel this empathetic tale, well directed by Bradley Cooper, who also has a funny supporting role. A number of noted comics appear as cynical versions of themselves. While fictional, the movie inspired by the true story of British standup comic Jim Bishop.