In 2001, Allen, along with his writing partner, Eric Slovin, starred in their own Comedy Central Presents special[2] which featured sketches such as "Time Machine" and "Turkey Slapper".
He has toured with comedians such as Eugene Mirman, Demetri Martin, Todd Barry, Michael Showalter, and others.
Halfway into that endeavor, he cited as favorites The Ginger Man by J.P. Donleavy, The Master and Margarita by Mikhail Bulgakov, Don Quixote by Miguel de Cervantes and anything by Octavia Butler.
Allen was a writer and executive producer on the first season of IFC series Comedy Bang!
He guest starred on the third episode which aired on June 22, 2012, playing a man who eats bicycles.