- [on his troubled past] The thing that occurs to me is that abhorrent behavior is not an airborne virus. You don't get it because you sat on the wrong toilet seat in the subway station. Something has to occur to have caused it. Suddenly I realized I'm not ashamed of this at all. I've been knocked down on the canvas a number of times and I've never not gotten up.
- By the time you get on the air on 'Saturday Night Live' you're so tired you can't even remember why you wanted to be a comic, or what you ever thought was funny. But when you get that huge first laugh in this famous place, and there are literally millions of people watching, and you're affecting what they do that night, you can't get higher. It can't get better.
- [about appearing in a sketch as Bill Clinton opposite the real Monica Lewinsky] My mother called me after the Lewinsky episode to say , "You didn't really kiss her, did you?"Yeah, Ma, we all know where her mouth has been, thanks for reminding me.
- When I did Regis, I did him a little differently than Dana Carvey had. When I did Phil Donahue, I did him a little differently than Phil Hartman had. There was one sketch after Will Ferrell had left the show when I played George W. Bush, and there was a lot of pressure on me to mimic the way Will did him. Bit it wasn't possible; we're not wired the same.
- [2020, on Sean Connery]: Always loved doing my silly impressions of him on SNL, and I heard he once spoke highly of me on The Tonight Show.
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