From Comedians in Cars Getting Coffee:

MR: I used to play chess. When I was in the army I played. I was unbeatable. I was very, very good at it. With chess there’s ratings, and chess master is about 2100, and I was playing a computer on a 2100 level.
JS: Really?!
MR: Yeah, so I’d been playing that machine for weeks, and then I happened to be out on Hollywood Boulevard standing on the corner. And I saw this man – tattered, dirty – it was a street person. He had a chess set there to play, and I said, “Do you play chess?” And he said, “Yeah, I do, I do.”
JS: But it was a homeless guy?
MR: It was a homeless guy. I said, “Yeah you do. I’ll tell you what, I’ll play you a game.” He said, “I’ll play you two games. I beat you two times, you can’t play me no more.” Puts out his hands, you know, see who’s going to go first – black, white.
JS: Right, right.
MR: I pick, I’m white. That means I have the first move. I already have the advantage.
JS: Now are you sitting on the sidewalk?
MR: I’m sitting on the sidewalk with him! I’m down here like this [sits on the floor].
JS: Right.
MR: So, I move my piece out, he moves his piece out very quickly. I said, “Oh, he stops that move.” So I move out another knight, he moves out a pawn, he moves another bishop, dadada, two minutes he’s moving in, got me on the defense, BOOM checkmate. I’m like, “Whoa!” He checkmated me in two minutes! NOBODY has EVER checkmated me in two minutes! Nobody, not even the MACHINE can checkmate me in two minutes!
JS: Ha!
MR: But this time I said, “Ok, let’s play. Let’s play chess.” Makes me pick, I go first again. Ok, I lean in. He moves out his knight, I move out my bishop, bumpabum, checkmate! Faster than the first time!
JS: Ha-ha!
MR: So now, he’s putting his stuff away, and I’m going, “Come on, come on, let’s play again, let’s play again.” And he’s, “No, no, no, I beat you two times, you can’t play me no more.” And I’m walking, following the guy down the street going, “Come on let’s play.” And he’s, “No, no, leave me alone, I don’t want to play, I don’t want to play.” I went, “Come on, let’s just play another game, come on, come on.” He wouldn’t play me. I went home, I called a friend who’s a professional chess player. I called him up. I said, “Leon, I played a guy on the street who beat me twice.” He goes, “Yeah, you played a savant. When I’m in a tournament in a city I look for those guys to play those guys.” I said, “You beat them?” He goes, “Never.”
JS: Really?
MR: Really. I always thought, “God can you get one of those guys in a tournament? Imagine!” He says, “You can’t hold them in place, they’re crazy…but they’re unbeatable.”
JS: So, he could really be the greatest chess player in the world?
MR: Possibly…most likely. He told me in the beginning, “I beat you two times, that’s it, we don’t play anymore, you can’t play me anymore.”
JS: Why would he set a rule like that?
MR: Because he’s done it over and over and over again, and he doesn’t have a lot of time to be fooling around with somebody he can beat so easily. That’s probably why.
JS: What was it that he was able to do so well…that he could win so fast?
MR: He saw the moves before they took place. This is where it gets a bit metaphysical. Perhaps you have to be ultimately crazy or…
JS: You think there’s a little clairvoyance involved?
MR: …dislodged from the kind of reality that we are all adjusting to. There are other kinds of realities, other kinds of zones to inhabit.
JS: Right, right.
MR: Great artists have inhabited zones, and then it becomes a new paradigm. People go, “Wow, we haven’t thought about going there.”