Even though a rare breed, there are several pretty Asian stand-up comediennes ("comedienne," that's the feminine form of "comedian") on the US circuit these days. One of whom is Korean-American funny girl, Tina Kim, who was born in Seoul and immigrated to the United States at the age of four. She's a former TV news anchor who now books and produces most of her own comedy shows.
Tina's humor can be a little on the "blue" side at times (like another popular Korean-American comedienne, that I don't think I'll mention by name), but she seems to appeal to a pretty wide crowd. You can catch more samples of her humor at her Youtube channel, her Myspace, and her Offical Website.