The fictional world of the Grub podcast, or the Grubiverse, is the space where all the sketches occur. The world appears to be unified due to the fact that characters often appear in multiple sketches or interact with each other (such as Roxy Dust and her liaison with Ronald). This occasionally leads to contradictions, suggesting the Grubiverse is some sort of non-coherent fantasy world. Further complications occur when the seemingly real life Ben, Eddo and Greg interact with the characters in interviews (such as the interview with the Canned Bum Man where Ben and Eddo could apparently smell the bums).
Importantly, in the Grubiverse real life people such as Burke and Wills, Bob Crane, Phyllis Diller and Dan Andrews behave counterfactually for comic effect.
A subset of the Grubiverse is the Funny Ladiverse - a world inhabited by Funny Lady and associated characters - largely spelt out in the multi-part docu-series 'Who Is Funny Lady?'. Due to the documentary format much of the Funny Ladiverse includes unseen characters such as Slippery Beaver and Serious Husband Snr.