One of the things that keeps theater so interesting is that you never know where you’ll find great work. On a bad night, you can have a dispiriting experience on Broadway. Two days later, you can discover a gem of a play in a black-box space on the fourth floor of a nondescript office building on West 21st Street, which is where Delaney Britt Brewer’s alternately hilarious and bittersweet comedy An Octopus Love Story may be found.