 In 1953, Nichols left Chicago for New York City to study method acting under Lee Strasberg, but was unable to find stage work there.He was invited back to join Chicago's Compass Players in 1955, the predecessor to Chicago's Second City, whose members included May, Shelley Berman, Del Close, and Nancy Ponder, directed by Paul Sills.In Chicago, he started doing improvisational routines with May, which eventually led to the formation of the comedy duo Nichols and May in 1958, first performing in New York City.