According to a Gawker commenter (via Gothamist), the lady still could't manage to keep her pie hole closed.
I was at this show, and it got much worse later on. About 30 minutes later, as Louis was trying to segue into a joke about the zoo, the same woman yelled something like, "Have you ever seen the monkey who smokes cigarettes?" He fucking lost it on her.
He told her that she was a terrible, mean-spirited person, and basically reenacted his conversation with the woman outside the comedy club from the heckler episode of Louie.
It was pretty great.