From Jane & Michael Stern's Sixties People.
During those shows, as the bands were setting up, they alternated between Jackie the K’ s dancing troupe and audience participation dance contests. Jackie was, of course, Murray’s gorgeous trophy wife. Murray would select a group of volunteers from the audience and have them dance onstage to a record, and the winner was determined by the volume of the applause they received. As a prize, the winner would get to go backstage and meet the star of their choice.
During one of those sessions there was a guy selected named “Ambrose,” who was sort of putting on his own little show. Amongst other things, he had a pair of drumsticks which he played on the microphone stand. Anyhow, though he was not the best dancer, the audience selected him overwhelmingly just to see what he’d do next. When Murray asked who he would like to meet backstage, he replied in a lecherous voice, “Your Wife, heh, heh!” With this the entire theatre broke out in laughter. It is the only time that I have seen Murray the K at a loss for words.
Later on at the next intermission, Murray attempted a weak comeback by saying that Ambrose told him afterward that he really wanted to meet Keith Moon, and then added, “So we don’t know about Ambrose,” implying that he may be less than heterosexual, which did not go over well with the audience.