It's funny, I have been watching his show and I thought he was a total INTP. I'm amazed other people came to the same conclusion. INTJ, perhaps, but he doesn't really strike me as as much of a rigorously scientific problem-solver like the INTJs I know. However, it is possible. He's definitely INT something. Doesn't strike me as extroverted, so I personally will say INTx, or INTP. Then again, I've never met him, so I don't know a lot of aspects of his personality. If he says he's INTJ he probably took the test and got that result.
My initial impression was formed by the previews and excerpts of his show and special, and he seemed like an ENTP from that impression (but I think Comedy Central commercials of the comedians always try to portray the most E and P moments of the comedians).
But after actually watching his show and special. He is most definitely INTJ as a perfomer. If his personality matches, then he is an INTJ.
Accept the past. Live for the present. Look forward to the future. Robot Fusion
"As our island of knowledge grows, so does the shore of our ignorance." John Wheeler
"[A] scientist looking at nonscientific problems is just as dumb as the next guy." Richard Feynman
"[P]etabytes of  data is not the same thing as understanding emergent mechanisms and structures." Jim Crutchfield
Dimitri Martin - INFP or ISFP??? (I usually can tell but I've watched it too many times without thinking about it and now I'm having trouble deciphering his face, but his personality seems like either INFP or ISFP to me)
It's no use doubting someone's type, especially if they're an introvert. Introverts can be the exact opposite "real" type of what they appear to be on the outside. I'd say it's likely that he is an INTJ. Besides, his humor is very blatantly off-the-wall and random - NT to the core :P
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