10/15/2007 at 03:00 PM EDT
returned to his comic roots this weekend, when he premiered his new movie Vince Vaughn's Wild West Comedy Show: 30 Days and 30 Nights
– Hollywood to the Heartland
as part of the 18th annual New Orleans Film Festival.
The documentary chronicles a 30-cities-in-30-days road trip in 2005 with four stand-up comics who are introduced (and often joined onstage) by the 6'5", Minnesota-born Vaughn. And though New Orleans isn't in the film – because the planned stop was derailed by Hurricane Katrina – Vaughn told the audience at the premiere that he hosted a comedy show in New Orleans years ago that evolved into what is now his Wild West Comedy Show.
Indicating his friend, bar owner Rio Hackford (son of New Orleans-based Ray
film director Taylor Hackford), Vaughn, 37, said, "Rio moved here in the '90s, and I've been coming here [to visit him] a long time. We did our first live show at [his club] the Matador."
As for doing a show a night, as the movie demonstrates, Vaughn said, "You felt like you were being Federal Expressed from city to city. If I did it again, I'd take a day off or two. But I had so much fun laughing with people every night."
The topic almost begged the question about Vaughn's Wedding Crashers
costar, Owen Wilson
. Asked about his friend, Vaughn told PEOPLE, "He's doing great." And as for the possibility of a sequel to their 2005 summer comedy smash, Vaughn said, "Oh, you never know."