So Damn Happy is the third live album by American singer-songwriter Loudon Wainwright III, released in 2003 on Sanctuary Records.

The album was recorded at Largo in West Hollywood, California, and features, amongst others, Van Dyke Parks, Richard Thompson, and Martha Wainwright.

Regarding So Damn Happy's lighter tone, in comparison to previous release, Last Man on Earth, Loudon stated that:[4] [One of the reasons I made this record is that] Last Man on Earth had a kind of serious tone to it, let's say.

But this record, one of the reasons that we wanted to call it So Damn Happy - aside from the fact that there's a tune on the album with that title - was that we wanted to herald that it's lighter in tone.

And there are some serious songs in it [but] there's some completely silly stuff, too, which I certainly hopefully never will forgo entirely.