One of the many interesting things about the late Rodney Dangerfield is that he was an old-fashioned comic who became a star at a time when his kind of comedy was all but dead. He became famous late in life, and the style of stand-up comedy he practiced was the style associated with, say, Bob Hope: go out on stage and make a series of pre-packaged, traditionally structured jokes, one after the other. By the time Dangerfield's comedy career really got on track, stand-up comedians were in rebellion against this joke-oriented, vaudeville-influenced type of comedy, and leaning more toward lines that got laughs from observation or sheer sound and rhythm, rather than jokes and patter. Dangerfield seemed like a throwback; he'd come out and make jokes that could have been told by Henny Youngman, and some of which probably were.
What kept Dangerfield from seeming creaky or too old-fashioned was that he took the joke-oriented style and turned all the jokes on himself. Most traditional jokes are about other people, about the awfulness of the joke-teller's wife/mother-in-law/friends/boss. A Henny Youngman line like "My wife divorced me for religious differences -- she worshipped money and I didn't have any" is somewhat self-depracating but it's more of a put-down of the wife. Dangerfield turned almost every joke on himself, putting himself down constantly and making his own failings, not other people's failings, the point of the joke. He came off as the dark side of the Greatest Generation, the older guy who has the same depression and lack of self-esteem that you do. He's the old-fashioned comic for the post-1960s era, the jokester who tells jokes not out of a sense of cultural confidence but out of insecurity. He'll be missed.