This bit at Saget's roast is considered a comedy classic. He literally stood up there and told corny joke after corny joke, on purpose! He never broke character and was absolutely fearless. His lack of "giving-a-" is what made this schtick so legendary.
"Some people say Bob should join the KKK. Not because he's racist, he's not racist. It's just that he'd look a lot better with a hood over his head, on account of his face". It was so so bad, that it was good. If you get a chance, check out "Hitler's Dog". RIP