One of your first successes on “Saturday Night Live” was playing a dad who toggles between grilling hamburgers and shouting at his kids to get off the shed.

The “Get Off the Shed” sketch, I did that at the Groundlings, and it worked right away. Just the combination of regular backyard barbecue conversation — “How’s your golf game?” — juxtaposed with flying off the handle, screaming at your kids for a benign reason. That was such a delicious combination to me. It was also always inherently funny to me to play a dad who thought he had a high-stakes position, but it’s really very low stakes. Sort of like the comedy version of Willy Loman. Playing the befuddled father who’s just earnestly trying his best has always struck me as funny. I don’t know why. I can’t say that’s who my dad was.

Was gambling a part of your parents’ lives?

My dad’s a musician. He had his own lounge acts, then played with the Righteous Brothers on and off for 20, 25 years. He played a lot in Vegas. I have a nostalgic view of Vegas because as kids we’d go stay with him for a week at the Riviera and see the Strip with all the lights. Then combined with that were the cautionary tales we’d hear of people losing all their money and thinking, That’s not for me.

Is it true that Michelle Obama is a fan of your and Adam McKay’s “Funny or Die” sketch “The Landlord”?

Yes. We were invited to come to the White House for a Christmas party that is only for the cabinet, the executive branch, their spouses and family. The invite was first for me to come dressed as Buddy the Elf. And I was like, “Um, yeah, I don’t have that costume.” So then they said, “Come and read ‘The Grinch.’” Which was interesting because there were no kids. I’m reading it to, like, Defense Secretary Robert Gates. [laughs] But afterward, we got to sit at the first lady’s table. Michelle Obama, one of the nicest people, said, “I’ve got to tell you, my staff and I watched ‘The Landlord’ all the time.” Then she just started doing lines, like, “Give me my money, bitch!” “The Landlord” helped launch our site and shut down all our servers. So the fact that she was a fan? That was high praise.