Kate McKinnon’s Alien Abductee Returns for ‘Saturday Night Live’ Season Finale Cold Open

In a sign that perhaps the departing “Saturday Night Live” stars are returning to their greatest hits as they head out the door, this week’s cold open featured a wild sendoff for at least two of them. For Kate McKinnon, that meant her fan favorite alien abductee Ms. Rafferty, who once again shared a wildly inappropriate experience with NSA officers played by Aidy Bryant and Mikey Day.

After showcasing her experience, McKinnon as Ms. Rafferty headed off into space, after one last goodbye. This clearly doubled as a McKinnon goodbye as well. “I kind of felt like an alien on this planet anyway,” the character said. “Well Earth, I love you, thanks for letting me stay awhile. Live from New York, it’s Saturday night!”

The clip opened with Bryant and Day, and sustained applause — clearly directed at Bryant, who is also departing after this episode.

McKinnon has played Ms. Rafferty in several episodes over the years, usually cracking up the guest hosts in the process — such as Ryan Gosling in 2015.

“Russian Doll” star Natasha Lyonne was tapped set to host the season finale of “Saturday Night Live” on May 21, marking her debut as host.

“I have a show called ‘Russian Doll,’ the second season of ‘Russian Doll’ just premiered on Netflix,” she said. “And two things you definitely want to be associated with right now are Russia and Netflix! It’s my first time hosting and I’m genuinely humbled to be here. The truth is, I feel a cosmic connection at SNL. The people here my real life chosen family I’ve been coming here since I was a teenager.”

Lyonne was then joined on stage by Fred Armisen and Maya Rudolph.

“Freddy and I dated for seven years. We had the only sex tape nobody wanted to buy,” she quipped.

Lyonne then recounted her career path: “My parents get this big idea that I have a future in show business,” she said. “So I start auditioning. A lot of casting directors as it turns out are looking for a ‘Little Orphan Annie’ type who talks like Deedee Ramone”

She then showcased one of her first gigs as a kid: “PeeWee’s Playhouse.”

“I do some TV, my mom and I moved to the Upper East Side. Suddenly I’m in the movies, oh and all those 90s movies — ‘American Pie,’ ‘American Pie 2,’ ‘American Pie: The Multiverse of Madness.’ The cult favorite ‘But I’m a Cheerleader.’ Things are going great and then, Knock knock. Who’s there? Multiple arrests and drug addiction! Oh yeah, I went to hell and back. Life was rough. But just like when Fabio was on that roller coaster, and a bird flew in his face — and we have a photo of that — I brushed myself off and I got back on the ride.

“But I’m here and I’ll tell you what I found. There is always hope and despair. And there’s always a reason to get back in the ring and fight another day.”

Japanese Breakfast, the indie rock moniker that Michelle Zauner uses, was set to serve as the finale’s the musical guest.

Prior to the episode, word leaked (as first reported by Variety) that Pete Davidson, Aidy Bryant, Kate McKinnon and Kyle Mooney were all expected to leave “SNL” after this Season 47 finale.

On Saturday, Davidson wrote a farewell message via pal and “Saturday Night Live” writer Dave Sirus’ Instagram. “It’s crazy to think that today I’ll be doing my last one,” he said. “I got to share so much with this audience and literally grow up in front of your eyes. We were together through the good and the bad, the happiest and the darkest of times. I owe Lorne Michaels and everyone at SNL my life.” (Read the full text here.)

Lyonne is the co-creator, executive producer, director and star of the comedy-drama series “Russian Doll,” which debuted its second season on Netflix on April 20. In Season 2, Nadia (Lyonne) and Alan (Charlie Barnett) are transported to different versions of the past, forced to make sense of their family histories.

Lyonne is also set to star and executive produce “Poker Face,” an upcoming mystery drama created by Rian Johnson for Peacock. This is also Japanese Breakfast’s first time on “SNL.” She is currently on a North American tour in support of her album “Jubilee,” which came out last June.

Last week, Selena Gomez made her hosting debut. Previous hosts of “Saturday Night Live” this season have included Lizzo, Jake Gyllenhaal, Jerrod Carmichael, Zoe Kravitz, Oscar Isaac, John Mulaney, Willem Dafoe and Will Forte.

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