Night Patrol (1984)

Melvin is a pathetic loser of a motorcycle cop who gets demoted to working the night shift as a punishment for his constant screw-ups. During his off-duty time, however, Melvin turns to his secret obsession: comedy. He puts a paper bag over his head and performs in front of audiences as "The Unknown Comic". Unable to balance his two lives, he seeks psychiatric help to try and resolve who he really wants to be.