Actual cameo on SNL made by Steve Martin.
FEY: Hi Steve, what are you doing here?
STEVE MARTIN: I'm doing a cameo. I was home in bed and I thought, I'd like to do a cameo.
FALLON: Steve, do you want to tell a joke or something?
STEVE MARTIN: Oh no..just doing a cameo. And I think it's going well.
FEY: How long is your cameo?
STEVE MARTIN: Just regular cameo length. Just a few more seconds, and.., there we go.
FEY: Well, great work. That was a really good cameo.
STEVE MARTIN: Ya think?