There's bad stand-up, there's good stand-up, and there's Joan Rivers. She is so far ahead of the game - besides inspiring most decent comics - that comparisons are pointless. Rivers kicked off a short West End residency by staggering onstage wrapped in a marathon-runner's space blanket, huge old-school trainers on her feet, looking, as the title of her show would have it, "broke and alone in London". Then the outer trappings were shed (fashion tip: black kitten-heels can fit inside sports shoes), the mouth was engaged and we were off.
Sensitive theatre managements often warn audiences about strobe lights and loud bangs; the Theatre Royal should have been plastered with health warnings for Rivers. We needed seatbelts. She warmed up with some throwaway bitching about Chelsea Clinton, Donatella Versace and Liza Minnelli's new husband: easy-to-digest material for the well-groomed, well-heeled fans. Then, a false sense of security established, the gloves came off. Rivers gloated about the fact that she was wearing fur. She insisted that Filipinos eat dogs and then, when the audience gasped in shock, taunted them for their knee-jerk PC reactions.
After that, anything went: death, surgery, farting, child labour and September 11. By the time Rivers was lurching around the stage claiming that she was going to do an "adult diaper" commercial ("I'll even give them sound effects"), we were far beyond the Rubicon of bad taste.
The most interesting material was nearest the knuckle. Rivers joked about cosmetic surgery, did a great impression of Cher and related tales from the New York botox belt. The fact that all this came from a woman whose face appears to have come in kit form made funny material much funnier; she even admitted that her infant grandson calls her "Nana New-Face". Best of all was the stuff about bereavement, a subject to which Rivers is no stranger (her husband, Edgar Rosenberg, committed suicide in 1987). She joked about cremating her mother-in-law a few hours before the show - it could even have been true - and attempted a radical form of therapy on a recently bereaved widow in the audience. "Did you get much money? No? Come on, couldn't you have made it look like an accident?"
The show ended with Rivers throwing a star tantrum, knocking over the parlour palms and telling the orchestra (who barely played a note) to "go home". For a moment, it all went very punk. But Rivers returned triumphant, a victorious heavyweight after a great fight, conscious that she is still the champion.
· Further performances on Sunday and April 28. Box office: 0870 901 3356.