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“The important thing is to stay calm,” Bennett said. “In a couple of months, the president will be back to normal.”

“How’s that?” McKinnon asked.

“Because it will be me,” Bennett replied.

Soon after, Stiller walked on stage, introducing himself as Cohen, “attorney at law, and also sometimes not at law.” He went on to express disgust at having recently had his office and hotel raided by the F.B.I. in connection with multiple inquiries, including the Stormy Daniels affair, saying that the raids were “a complete violation of attorney-criminal privilege.”

Stiller acknowledged that the recent headlines had been problematic. (“I’m Donald Trump’s lawyer! I’ve got a whole hard drive that’s just labeled ‘Yikes!’”) But he remained loyal to the president, whom he called “the smartest, kindest, sexiest, least colluding man on this planet.”

Finally, Stiller was sent to an interrogation room to meet with De Niro, who immediately strapped him to a lie-detector machine. It took a couple of seconds for this part of the sketch to settle in with the audience. But eventually it hit: It was a recreation of a scene from the 2000 comedy “Meet the Parents,” in which Stiller and De Niro both starred, except that this time, De Niro was playing Mueller instead of an overprotective father.