Screen: NBC

What Will Happen When Melissa McCarthy Hosts (this time)?

A Sandra Bullock walk-on is probably not likely, but wouldn't we have thought that about Leonardo DiCaprio this time last week?

11:30 PM Cold Open

On Fox News, Shep Smith (Brooks Whelan) anchors several conservative responses to President Obama's State Of The Union address, including Rep. Cathy McMorris Rogers (Cecily Strong), a very parched Sen. Marco Rubio (John Milhiser), and Duck Dynasty star Willie Robertson (Taran Killam).

11:36 PM Monologue

Host Melissa McCarthy notes that viewers may know her from her recent role in The Heat, and that while she isn't much like her unpolished character from the film, she did base her on someone she knew well, whereupon a disheveled Sandra Bullock (as herself) enters, drinking a beer.

11:45 PM

On his daytime talk show, Dr. Oz (Kyle Mooney) interviews a cellist (McCarthy) who was fired from her orchestra job due to uncontrollable flatulence, but who hasn't let that stop her from sharing her musical gift with the world, as she demonstrates.

11:50 PM Short Film

Two inept brothers (Mooney and Beck Bennett), misunderstanding how the Olympics work, put together an audition tape proving their readiness to join the bobsled team in Sochi.

11:58 PM

A socially awkward woman (McCarthy) dominates the discussion in a focus group on at-home self-tanning spray.

12:05 AM

Imagine Dragons performs.

12:12 AM Weekend Update

Acid speech critic Jebidiah Atkinson (Killam) gives his review of this week's State Of The Union address; as Seth Meyers prepares to sign off from his final Weekend Update, an emotional Stefon (Bill Hader) returns to mark the occasion.

12:26 AM

At the Super Bowl, two of Bruno Mars's halftime backup dancers are replaced at the last minute by a couple of very inexperienced but enthusiastic subs (McCarthy and Bullock).

12:36 AM

When a woman (Kate McKinnon) wins a modest prize for being the 1,000,000th customer at a supermarket, the next patron (McCarthy) reacts with jealous violence.

12:44 AM Short Film

A woman with unique personal style (McCarthy) stars in her own disastrous series of YouTube makeup tutorials.

12:49 AM

Imagine Dragons performs.

12:55 AM

A couple of rats (Milhiser and Noël Wells) debate whether to take a cruise for their next vacation.

1:01 AM

People wave goodbye, hug.