After other reporters suggested that Ms. Sanders should run these meetings full time, Ms. McCarthy, as Mr. Spicer, charged into the room, took over the briefing and attempted to explain that Mr. Trump had not fired Mr. Comey to halt an F.B.I. investigation that could lead back to him.

“Trump is innocent,” she said. “How do we know? Because he told us so. Period. Then he hired lawyers to agree with him. And they’re going to prove it with a certified letter, which you know is the truth, because it costs an extra $2 to have it certified.”

As more and more of the correspondents asked her to consider the possibility that Mr. Trump was not being honest with her, Ms. McCarthy’s character fell into an existential funk, and set off in search of the president.

In a filmed sequence whose creation was widely documented on Friday, Ms. McCarthy roamed the streets of New York riding a motorized White House podium (to the tune of Simon & Garfunkel’s “The Only Living Boy in New York”). Told that the president does not come to Trump Tower anymore, she finds him at a New Jersey golf course — where he is played, as always, by Alec Baldwin.