The show returns to McCarthy playing Spicer live. "That's right, Spicey's back, Sarah's out. Boo-ya!:Let's do this!"
Baldwin's Trump also appeared in the show's cold open, which mocked the president's interview earlier this week with NBC News host Lester Holt, played by cast member Michael Che. As another reporter agrees and calls Spicer "bullish", McCarthy bursts into the room and sprays the reporter with a fire extinguisher.
"All right, let me put this whole Russian Federation thing to bed once and for all", she said.
The sketch next addressed questions over the firing of Comey, amid an ongoing investigation between Trump's links suspected Russian attempts to influence the United States election. This week, it was all about the press secretary's special relationship with the president.
When Spicer's job security is questioned, she drove her motorized podium to Trump, played, as always, by Alec Baldwin, who doesn't do much to reassure her. Driven to ease his insecurity, the press secretary leaves the briefing in search of his boss.
"Your staff has been saying all week that you didn't fire him because of his Russian investigation?" asks Holt, to which Trump admits he fired Comey "because of Russia".More news: Sachin Tendulkar's Sachin A Billion Dreams special screening for Armed forces
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SNL doubled down on the edge McCarthy's impression has brought to the show, leaning into the insecurities her gender-bending performance has allegedly engendered in the president himself.
A reporter from the pool then asked McCarthy about the hot topic: Russian collusion.
Saturday Night Live has a lot to work with so far this week, but it's their new promo with Melissa McCarthy doing an "oh so pretty" impersonation of Sean Spicer that just might entice you to tune in. "Only since you started working here", the president responded.
"Have you ever told me to say things that aren't true?"
Something tells me the real Trump is going to be none too pleased about this.
"Is this like "The Godfather" when you kiss me an no one sees me again?" Spicer confronts Trump about his potential firing, but the two end up literally making out.