Dave Chappelle made a surprise appearance at Madison Square Garden Saturday evening, performing a set for more than 20 minutes to open for Chris Rock and Kevin Hart.

Chappelle’s performance came only three days after Minneapolis venue First Avenue abruptly scrapped plans for the comedian to perform on site. Chappelle was instead hosted by the city’s Varsity Theater.

“To staff, artists and our community, we hear you and we are sorry,” First Avenue wrote in a statement. “We know we must hold ourselves to the highest standards, and we know we let you down. We are not just a black box with people in it, and we understand that First Ave is not just a room, but meaningful beyond our walls. The First Avenue team and you have worked hard to make our venues the safest spaces in the country, and we will continue with that mission. We believe...