Alex Rodriguez Shows Off Pimped Out Jeep with Cigar Humidor

Alex Rodriguez was rollin' around L.A. in style on Thursday -- hitting up Bev Hills in a custom Jeep made by the "Pimp My Ride" crew ... and he gave us an inside look right on the street!!!

A-Rod's 2018 Jeep Wrangler was customized by West Coast Customs as part of a Celebrity Customs challenge (yeah, XZIBIT was there) -- and it's SIIIICK.

It even features a functional cigar humidor right on the center console.

There's more ... it also features a custom grille, giant 26" Forgiato wheels, LED lighting, an iPad Pro embedded on the dash, souped-up wheels and tires and a nightclub-quality sound system.

Not too shabby!

We also asked Alex -- who was headed to Mastros to host a D'USSE dinner for his FOX colleagues -- to help break down the World Series ... and tell us if he REALLY thinks the Dodgers have a chance at a comeback.