Koechner performs regularly in Los Angeles at both the ImprovOlympic West theater in the show Beer Shark Mice, and at Largo, the nightclub where the Naked Trucker Show plays regularly. David Koechner supported the 2004 US Presidential campaign of Senator John Kerry, performing at a June 6, 2004, Hollywood fundraiser for the senator, where The Naked Trucker & T-Bones opened up for Tenacious D. Koechner cites Lou Reed, Iggy Pop, The Replacements, Uncle Tupelo and its offshoots (Wilco and Son Volt) as some of his musical favorites. He also admires Creedence Clearwater Revival, whom he has described as "the American Beatles", although he downplayed his appreciation for them in an interview with Norm Macdonald. He is a Kansas City Chiefs fan.