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How does he do it?

it’s possible for you to read an excerpt from the transcript or listen to the full episode below.
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You were doing Hollywood-adjacent characters, people who are on the fringes of show business.
That continued with Jiminy Glick and even, arguably,Only Murders in the Building.
And your stage persona is usually making fun of a show-business-phony-bang out person.
But also, you clearly love Hollywood and long revered it.
What is the balance?
How much are you making fun of these things?
How much are you celebrating them?Im not really making fun of it at all.
Sometimes Ill send elaborate notes like almost 20 pages.
If hes off or Im off, Ill toast myself because I did everything I could do.
Thats a big part of the way I operate.
Ill still toast myself with a glass of Champagne; I did everything I could.
These guys will read all the jokes.
[Jimmy] Kimmel wont, because he wants to be surprised.
But David Letterman used to love to read all my notes.
And at one point Id talked about an actress who had bad breath.
I didnt mean to do it on the air.
I talked to the stage manager of the play about her breath.
And the next night hed clearly gotten to her.
She still had horrible breath, but now she had an Altoid.
And Dave said, And what else?
And I said, Oh, come on.
Ive been waiting for it all day, he said.
I said, Rush Limbaughs couch.
He goes, Nooooooo.
I said, Kaye Ballards couch.
Because they post-produced it, we go to commercial, they have a picture of Kaye Ballard.
Shes 80 or something.
So I sent her a long letter to say, Ill tell you exactly what happened.
It was just a fill-in joke.
You could have been any name, and I didnt mean to do it on the air.
And she sent me an email back saying, I always liked you.
I liken them to a Hirschfeld sketch.
You wouldnt know how to impersonate them if you hadnt paid attention to them.
I mean that as a compliment to Jerry, not me.
Id be running around like a monkey and light my cigarette and the flame would go up.
These are his jokes.
But if Id just done that, it wouldnt be an accurate appraisal.
I knew Steve Martin; I loved him onSNL, but I didnt have his albums.
But I think theres no big difference.
We were products of television.
And it doesnt matter what city youre watching the same program.
What is it like now collaborating with Steve?As you would imagine, we accumulate material.
We have writers that help us.
Well look at their jokes, look at our jokes.
Well sit on the phone.
What was it like finding that tone?The writing dictates how Im going to do it.
My job is to do whatever they present to me.
I have to make it somehow real, even though its heightened, and thats the trick.
Like, there was one line [where] Steve is unconscious.
Hes been drugged, and Selena and I are helping him.
I said, You know what?
I could urinate on him.
And she says, I think thats for jellyfish.
I said, All right.
Well, you know, I could try it anyway.
Do we want that for the character?
But when you look at my career, I went fromSCTVright toSNL.
I just love that kind of work.
And also, you dont know if youre going to be good onSCTVorSNL.
So, its not about judgment of yourself.
You know, I didnt do Second City in Toronto for years.
Id been asked and said, Thats not what I do.
I was clearly afraid of it.
But I actually didnt know if Id be good at it.
I didnt realize that improvising was just: You keep talking.
What is it about sketch?
Why has it worked for you for so long?I just think its its own form.
When Ed Grimley really became popular onSNLfromSCTV, I was asked to do the Ed Grimley movie.
A 60-second commercial can be a higher art form than a mediocre movie.
Yeah you know, its that.
And it is just so much fun.
I hostedSNLin 2012, andBill Hader and I did a sketchwhere I was the queens doctor.
He did not want to laugh through this scene.
The cue cards atSNLare changing last minute, so you have to look at them.
But its supposed to look like were looking at each other.
And he does break up, and its the best moment.