If you don't mind a bit of thread drift away from folk clubs, then this is my favourite heckling story as told by Roy Castle to Joby Blanchard who told it to me:-

Back in the latter days of Variety Theatre tours, a line-up of variety acts would do week-long tours in each of prominent provincial theatres. The most dreaded one was the Glasgow Empire where the savage wit of the hecklers was notorious. The word passed round that if you really put everything into it on the Monday and Tuesday then you might get through the rest of the week. Roy was top of the bill and on the Monday was anxiously waiting in the wings to see how the support acts were being received - not good! All the droll Glaswegians seemed to be there that night and the majority of laughs and applause seemed to come from audience interjections rather from what was happening on the stage. Roy thought he would deal with it by going through his routines at 100 miles an hour leaving no space for the hecklers and that's what he did. A quickfire set of gags, straight into a song - a tap dance routine - another song - some more quick gags (it was going well) - a trumpet solo with some humour built into it then as he gasped for breath after playing the trumpet. a loud voice came from the back of the theatre -

Hi Roy! Is there nae end tae yir talent!