Dangerfield's club used to be somewhat popular with the Lucchese family. At one point during Sam Kinison's career he'd gotten in dutch with some gangsters, and they were strong arming him to be in various projects they were in on. I believe they tried to lock him into being a house comedian at a few clubs they were part of. It got so bad that they were chasing him around the city and LA to make sure he fell in line.
Well, finally he calls Dangerfield, and while they're talking, he mentions this, and how scared he was. Rodney tells him not to worry. He calls back later, and tells Sam every thing is fixed. Next time Sam sees the guys that were strong arming him they were full of apologies, and everything was cleared up.
I guess Rodney really did get respect when it counted.