Steve Rossi was never at the end of his story. He always had one more tale to tell, another tantalizing anecdote, more delicious detail to unveil about his time as a member of the legendary comedy team Allen & Rossi. “There are things I’ve never told anyone about when we were on ‘The Ed Sullivan Show’ with The Beatles that nobody has heard,” Rossi would say in the later months of his life, as if bracing for a big finish. “We experienced so much. We’ll get together soon and talk about it.” An entertainer with deceptive range and a magnetic...