Fresh Air had a hilarious interview with three stand-up comedians, Maz Jobrani, Ahmed Ahmed and Aron Kader. They are of Iranian, Egyptian and Palestinian descent, respectively, and are part of the Axis of Evil Comedy Tour.
Ahmed Ahmed mentioned that he was actually losing his hair due to the stress of fearing he would be stopped at airport check points. His name matches an alias of an FBI's most wanted terrorist. He actually spent some time in jail after being arrested at an airport.
Here are some clips I found on YouTube. (CAUTION: Some of the language is a little blue.)