At the Harry DeJour Playhouse in New York in the mid-2000s, John Waters emerges from a confessional onto a stage littered with trash. He tells stories. After a few about his childhood and early influences, he roughly follows the chronology of his career as a film director, relating anecdotes about the making of each film and letting those stories lead him to riffs on other topics. Gay references and wry observations about people's foibles and limits are constants. Waters' looks, too, are the butt of his jokes.