You go and do a few characters of your own and a few impressions, if you wanna do impressions, or you can do stand-up if you wanted to do that. But you do it at this comedy club somewhere in New York, and they all come and they sit in the back and they show up late and they watch it and they don’t laugh and you feel horrible. But if you do okay, you get called back and you go into 30 Rock and you do it on their stage at the real show. And they tape it, there’s a camera crew there. So you come out where the host does the monologue on SNL, and you do your audition right there. You’ve probably seen it, like on DVDs with Will Ferrell or whatever. I auditioned twice, one year I got to go in and do that at 30 Rock, but they really ice you out. They try to make it as scary as possible because it’s a live show, and in real life, I’m sure it is terrifying and things do go wrong, so they want you to be prepared.
…So, I went in and did it. And they sit in the back. At that time, Tina Fey was still the head writer. I was friends with Tina. I think Tina’s great, but I think they have this thing that they do where they don’t laugh at anything. So, you go in and you do [a] few minutes. It’s just a wall of silence, just no laughs at all. Nothing. No matter what. No matter who you are because everyone says this. Then, as I was leaving, I was like, “Bye, Tina.” She was like, “Bye, Rob.”
That’s Rob Huebel who I think is hilarious. More here.