New York (CNN Business) The 45th season premiere of "Saturday Night Live" returned after a week of wild news -- and the show's cold open wasted no time in mocking President Donald Trump's impeachment troubles.

"I'm being impeached! It's the greatest presidential harassment of all time," Baldwin's Trump told Rudy Giuliani, who was played by Kate McKinnon, over the phone. "I would know. I'm like the president of harassment."

McKinnon's Giuliani told Trump that he needed to calm down.

Got a problem that needs fixing?

Call Ray Donovan. ☎️#SNLPremiere pic.twitter.com/YIB9ReNd3p — Saturday Night Live - SNL (@nbcsnl) September 29, 2019

"We got nothing to worry about," McKinnon as Giuliani said. "Nobody's going to find out about our illegal side dealings with Ukraine, or how we tried to cover up those side dealings, or how we planned to cover up the cover up."

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