There are few wittier and more engaging live performers than Loudon Wainwright. But you really have to be there, as the second live album of his career proves. Despite five new songs, a star band that includes Van Dyke Parks, Richard Thompson and Dylan sideman David Mansfield, and split-second timing worthy of a stand-up, So Damn Happy never really ignites. And when you hear the audience laughing at visual jokes we can’t see, the effect is not so much engaging as infuriating. One that requires the DVD treatment.