“I was talking to someone when we were doing the press junket for ‘Anchorman 2,’ and I said ‘I refer to this as the Age of Corruption,” McKay said, noting that the journalist to whom he was talking told McKay ,”‘I refer to it as the Age of Fraud.’ Big money has just completely washed almost every aspect of American life.”

There are few places where he believes the influence of money on policy is clearer than guns, McKay told me. He credited organizations such as the National Rifle Association with creating a climate in which any effort to regulate gun ownership gets treated like it is politically motivated rather than based in research or public health concerns. And McKay rejected the idea the idea that Americans are as divided on gun regulation as the NRA suggests they are.

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“I think it’s as simple as they put out enough information to act like there’s a fake debate going on, and then they just buy Congress,” McKay said. The post-apocalyptic scenarios that NRA Executive Vice President Wayne LaPierre spins in front of Congress are not representative of most Americans’ concerns, McKay insisted. “It’s really just if you pay people enough money, you can stand up like Wayne LaPierre and say that crazy nonsense and they won’t laugh at you because you’re paying them enough. You pay people enough money, they will show up for weird daytime judge shows here in Los Angeles.”

The solution? McKay singled out Sen. Elizabeth Warren (D-Mass.) as one of his favorite political communicators (even including President Obama), and suggested that despite Warren’s denials during the publicity tour for her new book, she might feel called to run for president.

“I don’t think she wants to because she’s such a sane human being, but she’s such a public servant that I think she might have to, just to primary Hillary [Rodham Clinton],” McKay reflected. “I don’t know that we can afford Hilllary for president right now, she’s just too corporate and too conservative.”

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He acknowledged that a Warren campaign would be a steep climb because “all the people who would give you that big money are the people who are terrified of her. It would have to be the greatest grass-roots campaign in history.”

The same ideas that inform McKay’s politics drive his movies, often made in collaboration with actor Will Ferrell. “Anchorman,” which was rooted in the fluff that characterizes local news, and “Anchorman 2,” a fake history of the rise of the car-chases and talking-heads model of cable news, were about the way the profit motive distorts the media. The 2006 movie “Talladega Nights,” about NASCAR drivers, was made at what McKay recalls as a politically sensitive time and is his effort to understand Americans who were supportive of then-President George W. Bush and the war in Iraq, as well as the country’s consumer culture. Even “Step Brothers,” the least political of McKay’s films was, McKay said, was “animated by how adults in this country are turning into these consumer children.”

McKay says that his original political films with Ferrell were driven by the rich potential for satire in subjects like television news. But the politics became just as important as the comedy. “By the time we got to ‘The Other Guys‘ [a police comedy about the financial crisis] we started talking out being much more overt,” he recalled. “Is this a time to be subtle with this stuff, with what Wall Street’s done to the country? In the end, we’re like, in case anyone missed it, we put those end credits in.” The sequence, set to a Rage Against the Machine cover of “Maggie’s Farm,” explains how a Ponzi scheme works and lays out in stark terms the cost of the Troubled Asset Relief Program and the AIG bailout.

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McKay is working on an adaptation of “The Big Short,” financial writer Michael Lewis’s chronicle of the housing bubble. “You want to bring the audience in so you can realize how exciting and infuriating this is,” he said. “You don’t want to make it so light and so popcorn-y that you lose what’s going on.”

Given how inextricable his comedy is from his politics, it is no surprise that McKay laughed when I told him that I often get angry letters from readers suggesting that I am imagining a political subtext to McKay’s movies.

But he admitted that on the subject of guns, it would be difficult to make a comedy without descending into despair. One model, McKay suggested, might be the approach writers for the Superman radio show used, creating a fictional racial group called the Clan of the Fiery Cross based in real Ku Klux Klan practices to expose the organization’s ideology. Another might be the dark British terrorism comedy “Four Lions,” which employs radical shifts in tone to explore the motivations of incompetent, wannabe martyrs.

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“Wayne LaPierre is obviously just an old, crumpled-up road apple who’s half out of his mind and just wants money and power,” McKay said. “I’m fascinated by the mid-level people, the people who work at the manufacturers’ headquarters, who do marketing for Smith and Wesson. . . . Can you do a funny movie about child soldiers? Can you do a funny movie about a genocidal dictator? Because the gun thing in this country is that disturbing. Not quite the same thing as genocide, but that dark.”

Until McKay figures out that question, he avoids using guns in action setpieces, unless a setting such as a police department demands it. He prefers the personal, eccentric brawls that the “Anchorman” movies made famous because they’re more revelatory of character.

“It’s got to be hyper-real for me to care about a gun in a movie,” he said. “You’re talking about car chases and guns and helicopters, and it’s just boring. How do you make that come to life? What’s the tweak on that? What’s the twist? I find that pretty boring unless it’s a movie like [school shooting drama] ‘Elephant,’ like ‘Man Bites dog,’ [about a film crew getting involved with a criminal], where you’re emphasizing the gun.”

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Gary Sanchez, McKay’s production company, even replaced a gun in its logo with a bullwhip after McKay started to feel like the revolver was incompatible with the company’s focus on comedies.

In his films and his political advocacy, it is clear that McKay feels a real sense of urgency.