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When most comedy fans think of Kevin Nealon, they probably picture him seated behind the “Weekend Update” desk on Saturday Night Live, often using his signature subliminal messaging bit to skewer whoever happened to be making headlines that week in the early-’90s. “I’m Kevin Nealon and that’s news to me,” he would deadpan as his weekly sign-off.

Twenty-five years later, the Connecticut-raised stand-up comedian has crafted a very different image for himself in Hiking with Kevin, his weekly web series in which he goes on long hikes around Los Angeles with his famous friends. His slim suits have been replaced with T-shirts, mirrored sunglasses and a bucket hat. An alternative title could be “Comedians on Hikes Getting Winded.”

Three seasons into the show, which returned this month on YouTube, Nealon says he’s exhausted his long list of comedian friends and has now had to start reaching out to publicists to book celebrity guests. Sometimes, publicists will even reach out to him. This past week’s premiere had an unusually revealing conversation with Alec Baldwin, and upcoming episodes will feature hikes with Lisa Kudrow, Tiffany Haddish, and Christian Slater among other Hollywood stars.

Occasionally a guest will agree to go on the hike only if the trail is flat. “I call those my flatliners,” Nealon jokes. For instance, he said his former SNL castmate David Spade would only go if the hike was “perfectly flat” and ended up complaining—comically—whenever there was a slight incline.

Before he started making the show, Nealon would mostly go on hikes alone. When he would pass people hiking together on the trail, he would notice that they were “always in these deep conversations.” He thought to himself, “There’s something about hiking where you’re not having eye contact and you’re outdoors and I don’t know if it’s the endorphins or what but you’re much more revealing.”

He originally filmed the episodes with a selfie stick and his iPhone and has since upgraded to a more advanced GoPro with an external mic. When his guests arrive to the trailhead, they’ll often ask, “Where’s the crew?” He has to explain that it’s just the two of them alone in nature.

Highlights from our conversation are below and you can listen to the whole thing right now by subscribing to The Last Laugh on Apple Podcasts, the Himalaya app or wherever you listen to podcasts.

On the origins of ‘Hiking with Kevin’

“There’s a canyon near my house where I like to hike and that’s where I do all my meditating and thinking and writing. When I’m walking, my mind is a lot more open to ideas. So I called a friend of mine, the actor Matthew Modine, and I said, ‘Hey, Matt, you want to go for a little hike?’ So he comes up and we go for a hike and it’s kind of an arduous hike. It’s a big loop and it’s pretty steep and we’re almost to the top and we’re both out of breath and our sentences are fragmented and I thought this would be funny if I was interviewing him and I videotaped it and you couldn’t understand what either of us were saying.”

On his hike with former Senator Al Franken

“He was very still raw from everything that went down. And probably still is kind of recoiling from all that and getting back on his feet. We went to lunch afterwards and it was like he was going through a breakup with his girlfriend, staring off sometimes. Because he loved what he did and he was really good at it. And a lot of people are saying that he left too soon, he should have stayed. So I don’t know if he’s sort of regretting leaving so quickly, but the situation at the time with Roy Moore, it’s almost like the Democrats had to throw a sacrificial lamb out there. I think he should have stayed longer, at least had some sort of congressional investigation.”

How Dana Carvey helped him land on ‘Saturday Night Live’

“It wasn’t really on my radar because I knew I’d never get on there—because I didn’t do impressions or characters. Dana Carvey, who I shared a house with in the Hollywood Hills, he recommended me. He got on the show that summer [of 1986] and I was really excited for him. Out of the blue, he calls me and says, ‘I’m out at Lorne Michaels’ house and they’re still looking for one more cast member and I told him about you.’ First he goes, ‘Guess who’s in the kitchen? Bill Murray and Dan Aykroyd.’ I said, ‘You’re kidding!’ Anyway, he says, ‘I think Lorne’s going to want to see your audition tapes.’ I said, ‘Bill Murray and Dan Aykroyd are in the kitchen?’ I didn’t even hear the other stuff, it didn’t register, because I knew I’d never get on that show. So I sent them in and then a couple of weeks later, Dana calls and says, ‘I’m back out at Lorne Michaels’ house, guess who’s in the kitchen? Steve Martin!’ I said, ‘You’re kidding me!’ Anyway, he says, ‘Lorne liked your tapes, I think they’re going to fly you in for an audition.’ I said, ‘Steve Martin’s in the kitchen?!’”

On appearing in the iconic Chippendales sketch with Chris Farley and Patrick Swayze

“At the time, you don’t know what’s going to live on. Because everything is happening so quickly and you’re trying to survive and you’re doing your best. That was definitely a sketch that kind of cemented the idea of Saturday Night Live and what it was all about back then. And that was just one of those sketches that will never go away. I never really broke up [laughing] on SNL, now it seems pretty commonplace for them to break up. And Lorne always said that was really hacky. That probably was the closest I ever came to cracking up. But yeah, I remember doing that and it was me, Jan Hooks, Mike Myers, Patrick Swayze, and Chris Farley. And sadly, all of those people are gone now except for Mike Myers. But it was fun and in hindsight—and I didn’t know this at the time—but I think Chris Farley was really reticent about whether he should do it or not. I think he was a little self-conscious about his weight. But I didn’t know that at the time, I just thought this was a guy who just wants to get laughs no matter what happens.”

When he knew it was time to leave SNL

“I don’t think you ever get really comfortable or secure. Getting [“Weekend Update”] was almost another layer of fear of getting fired. Eventually I did three years of that and then I was replaced by Norm Macdonald and left the following year. I had been there for eight seasons at that point and I did one more season after that. I appreciated the show, I loved the show. But I was even going out and doing sketches with food in my mouth from the craft service table. That’s how lackadaisical I was about it. I thought it’s time. And also the cast had gotten so big and they were looking to clean house. I was kind of pushed out too. I know [Chris] Farley was kind of fired and [Adam] Sandler that year was fired. I was essentially kind of forced out. I knew they probably wouldn’t bring me back if I wanted to. So the writing was on the wall. I had been there for a while, they saw all my tricks. And I got it. I really didn’t want to stay any longer, I had my fill of it.”

Next week on The Last Laugh podcast: Stand-up comedian Bill Burr.