Mr. Baldwin’s acting career has included dramatic roles on stage, on television and in movies, and comedy performances of all kinds, especially on NBC’s “Saturday Night Live,” where he has appeared as host a record 16 times. He is also a highly sought guest on late-night talk shows.

Most recently, Mr. Baldwin has expanded into conducting interviews on a podcast, “Here’s the Thing,” for the public radio station WNYC. In a statement, Mr. Baldwin cited that experience as whetting his appetite for a TV interview show.

“I’ve developed a fondness for hosting a show that involved talking with smart, talented and engaging people in every imaginable field,” Mr. Baldwin said. “I’m grateful to MSNBC for helping me bring a similar show to television.”