Shecky Greene was a 20th century Human comedian from Earth.
In the holosuite program Bashir 62, a 24th century rendition of 1962 Las Vegas, Vic Fontaine had a table reserved at the Dunes for he and his lady friends Ginger and Melissa, where they were going to see Shecky perform.
Unaware of who Shecky was, Odo, who was also in their company, inquired, "Shecky who?" which gave Melissa the impression that Odo had a sense of humor. Ginger then added how superb Odo also was at playing the piano, which combined with his sense of humor, made him something of their own Victor Borge. (DS9: "His Way")