Nathan Fielder’s docu-series, The Rehearsal became one of HBO’s smash hits of the past summer. The six-episode first season depicts an elaborate social experiment where he helps regular people prepare for big decisions in their life by practicing the outcomes over and over in meticulously planned simulations. But before Fielder had an HBO-sized budget to fund his ideas, he was the creator of Nathan For You, a Comedy Central show where he brings his ideas to small businesses around the country to help them improve. The ideas are always off the wall—but they frequently work, much to the surprise of...