Montrey, 42, a veteran of 11 years as a player, came to the show when his girlfriend (now wife) signed him up for improv classes, which led to an audition.
"It's amazing that this comedy show that used to play in back rooms at Pizzeria Uno . . . is still going," he said. "As a company, we've been through a lot. . . . We've been through life."
Many of Saturday's players haven't done improv in years.
Take Scott Greer, 42, one of three headlining alums - the others are Jen Childs and Tom Fowler - and a familiar presence on many Philadelphia stages, with multiple Barrymore Awards. A player for the show's first seven years, he said he's "scared out of my wits, really, because it's been 13 years since I've done any improv."
It was through the show that Greer got to know another early player, Childs - his future wife, and, like him, destined for big things on the Philly theater scene. After meeting her a handful of times, he rented a room in her apartment, and "the rest is history, I guess - we sort of instantly had a great rapport, comedically."
Childs, 44, joined up two years after graduating from the University of the Arts, stayed seven years, then went on to cofound 1812 Productions, the city's only all-comedy theater company, and win a Barrymore and the F. Otto Haas Award.
She came to comedy at the urging of her grandfather, who, unlike herself, always saw her as a comedian.
"I did not have aspirations to be funny at all," she said. "I took myself way too seriously."
She said she learned "tons" from ComedySportz and became a much better actress once she started improv, which she described as being like a muscle - you need to work out to develop it, and learn to trust your instincts.
"The first time that you're on stage and you say something and it makes people laugh, it's like, 'Whoa, I want to do this for the rest of my life,' " she said.
The third headlining alum is Fowler, 38, now an actor in Los Angeles; he just did a stint on Jimmy Kimmel Live! as a correspondent for the NBA Finals edition of "Lie Witness News."
Always one to fling jokes around, he thought it would be fun to try improv and ended up staying with ComedySportz for six years. He looks forward to seeing old friends and former players because of the "good chemistry" they share.
"You trust them," he said. "Improv is really a lot about trusting." Some of his "biggest laughs," he said, happened when he was helping other players succeed with their own jokes.
Childs, too, embraces the reunion aspect of the weekend.
"I haven't been on stage with these people or in a room with these people in years," she said. "I'm more excited about seeing them than I am about performing for the audience."
They know her like nobody else, she said.
"We could do it without an audience and I wouldn't care."
ComedySportz 20th Anniversary
7 and 10 p.m. Saturday at World Cafe Live, 3025 Walnut St. Tickets: $22-$25. 1-877-985-2844, www.comedysportzphilly.com.
Contact Allie Caren at 215-854-2301 or firstname.lastname@example.org.