This is one of those places that you probably wouldn't find unless you knew it was there. But you should know it is there - a tiny little theater in the basement of an old church - you enter through a blue door on tripoli street behind the door is a sort of outdoor hallway that takes you to the theater.
Basic black box theater with 2 rows of seating means you are right there with the performance.
The Steel City Improve Theater has all sorts of performances - including a bunch of free improv jams. Also check out the regular improv troops that include performers who have trained at Uprights Citizens Brigade in New York City.