If you're interested in hearing about the improv scene from the inside, The Second City sponsors a podcast hosted by Mainstage musician Ruby Streak. You can get the show through the podcast's home page, or via the iTunes link. The show is usually flagged as "explicit," as conversations among artists often are.
Ruby is an improv accompanist. This is different from an improvisational musician, because that would be a jazz player. Ruby has training in jazz, but that's not the only genre she plays. She is an accompanist for improvisational theater.
The accompanist does the instrumentals for a show's songs. She also provides a background score for the whole show. Because this means keeping up with the unpredictable demands of the improvised parts of the show, the accompanist is no less a member of the ensemble than the actors. It is extremely difficult work. She has to prepare for a new review just as intensively as the actors. You have to love it to do it. Because the talent is so rare, the accompanist is the only improv player who stays with the show revue after revue, for decades at a stretch. An accompanist knows all the stories, and the reasons behind them.
Be sure to catch episode one of WBRB, as it provides the context for the other episodes.