Jay did this bit on stage with a coffin. The curtain would roll back and there would be this coffin facing the audience. Jay would then dramatically emerge from the box and start his set.
One time night one of the righteous brothers locked the latch to the lid somehow, with Jay inside. According to the story, the curtain opened, Jay flipped out; busting open the plywood coffin, and subsequently peeing himself in fright. He told the audience to hang tight, waltzed off stage, cold cocked a Righteous Bro, and returned to the stage to perform.
