Perched on a dual carriageway, the Watford Colosseum is not in the loveliest of locations. But its acoustics are among the best in the country — part of the reason why the Lord of the Rings score was recorded there. And why, on Saturday night, the comedian Bill Bailey fulfilled a lifelong ambition by performing with the BBC Concert Orchestra.

Best known to television audiences for sitcoms such as Black Books, and panel games such as Never Mind the Buzzcocks, Bailey’s busy schedule also includes being the greatest musical comedian of his generation. Yet he’s sometimes frustratingly reluctant to deploy his parodic musical superpowers in his live shows.

Not here. “Welcome,” he said after bounding on stage to an impassioned ovation, “to this extraordinary thing.” And if two hours later we still weren’t entirely clear what that thing had been, we knew it had involved a rare skill for both celebrating and satirising our means of musical expression.

The first half had Bailey fronting a kind of Orchestra for Dummies masterclass. He took us through the qualities of various instruments, from the “mild hallucinogenic quality” of the flute to the “moral rectitude” of the oboe — the orchestra played the old Emmerdale Farm theme by way of proof — from the posh reliability of the French horn to the string-driven jauntiness of the old ITN theme, which he set against some unsuitably gloomy current headlines.

Having forked out for this superb orchestra, conducted by Anne Dudley, Bailey didn’t want to waste it. Which meant that some of his examples were wonderful music (Saint-Saëns, Shostakovich), but longer than comedy demanded. And the audience was less interested in hearing about the augmented fourths in the Simpsons theme than they were in hearing Bailey play some old favourites with full orchestral backing. This we got too. But while the swelling backing helped the songs musically, it muted them comedically. The appeal of Bailey’s music is more often the effrontery of the way he coopts forms than the funny lines and dry rhymes he sticks into it. Now that it wasn’t one beardy bloke with a keyboard and ideas above his station, but instead the lush arrangements that previously he only hinted at, there was less imagination required of us. So, somehow, less to laugh at.

Best not to see this as a stand-up show, or as a concert, but as a hybrid that was at worst indulgent (a noncomic run through of the theme from Shaft), more usually enlightening and sometimes hilarious. The classical-music-is-more-fun-than-you-think masterclass always has a slightly stiff jollity to it, but Bailey is a performer you just can’t take your eyes off — which was just as well on Saturday, as the flat stalls meant that the orchestra was only partially visible to most of the audience. That shouldn’t be a problem at tonight’s encore on the South Bank, where hopefully someone will be recording this often fascinating experiment for posterity. Tonight, Queen Elizabeth Hall, SE1 (www.sbc.org.uk 0871 663 2500). Returns only

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