Alec Baldwin: This is Alec Baldwin and you’re listening to Here’s the Thing. Are we rolling? Hi.

Kristen Wiig: Oh, hi. 

Alec Baldwin: Welcome to confession. I’m Father Al. What’s on your mind, Kristen? 

Kristen Wiig: I’ve done a lot of things. 

Alec Baldwin: Kristin Wiig has indeed done a lot of things. She was a caterer, a waiter, the lady who gave out peach samples at a farmers market. She’s done floral design. She’s answered phones at a law firm; that lasted a day. But one thing she has done with astounding consistency for much of the past seven years is make me laugh until tears are streaming down my face.

Kristen Wiig’s characters on Saturday Night Live are exercises in juxtaposition. The repulsively friendly Target cashier. The revolting sexpot. Judy, the pathologically nervous travel expert. Lorne Michaels called Wiig one of the top three or four performers in his show’s history. Kristen Wiig inhabits her characters with a fierce commitment of a veteran film actor. It’s no wonder her transition into movies was so smooth. 

Perhaps Wiig is best known for her starring role in Bridesmaids, which she also co-wrote, earning her an Oscar nomination for best screenplay. This spring she’s appearing in Jennifer Westfeldt’s new movie, Friends With Kids. With all this success, it’s hard to believe Kristen’s Wiig’s career in comedy almost didn’t happen. She grew up in Upstate New York and Pennsylvania, never dreaming of making a living in the entertainment industry. When it was time for college, performing didn’t even cross her mind. 

Kristen Wiig: I was an art major. It wasn’t really for me. I was kind of in my – I hate the word “party" phase. I hate that word. I was having fun, I guess, at that time.

Alec Baldwin: Taking it easy.

Kristen Wiig: I was taking it easy, and then I was having, like, 'What-am-I-going-to-do-with-my-life?' kind of things.

Alec Baldwin: You were in your ring-a-ding-ding phase.

Kristen Wiig: I’ve never used that term but I’m going to. And then I went back to Rochester because I wasn’t sure what I wanted to do, and then I just started taking classes at the local community college, and then I was like, 'I want to travel.'

Alec Baldwin: For what? 

Kristen Wiig: Art. Art classes.

Alec Baldwin: And there’s no performance element in what you’re doing all this time.

Kristen Wiig: Oh God, no.

Alec Baldwin: And were people saying to you, “God, you’re funny?"  I don’t think people wake up when they’re 25 and they’re funny.

Kristen Wiig: You know what? I never really did plays. I mean if I had to give a speech in class I would try anything to get out of it. I hated talking in front of people. I still, actually, don’t really like doing that. If I’m myself and a group of people, it still makes me nervous. Anyway, after I was back in Rochester I did a NOLS semester. Do you know what that is? It’s like Outward Bound where you live outside.

Alec Baldwin: Is it meaningful or is it ring-a-ding-ding?

Kristen Wiig: No, it’s meaningful. It’s soul-searching, for three months.

Alec Baldwin: They’re not six-pack searching?

Kristen Wiig: There was a little bit of that.

Alec Baldwin: It’s called what?

Kristen Wiig: NOLS – National Outdoor Leadership School. You’re laughing at me. It’s like Outward Bound.

Alec Baldwin: Outdoor leadership. I like that.

Kristen Wiig: It was like you learn how to live outside.

Alec Baldwin: Just in case of the apocalypse.

Kristen Wiig: Yeah, and if you get lost in the woods, I would know what to do. And if I was with you, I would bring up this conversation and say, “You’re on your own.”

Alec Baldwin: Yeah, you go get lost in the woods. I’m going to be in the hotel watching Bridesmaids on pay-per-view.

Kristen Wiig: Anyway, long story short. After that, I went back to Rochester and applied to the University of Arizona. I went there for a year.

Alec Baldwin: Why there?

Kristen Wiig: It was a boyfriend thing.

Alec Baldwin: So you’re a pretty normal kid up until now.

Kristen Wiig: Pretty normal, yeah.

Alec Baldwin: And then?

Kristen Wiig: Then I took an acting class.

Alec Baldwin: Where?

Kristen Wiig: At University of Arizona. My major was studio art, and you could pick three different types of art for that major, and it was like sculpture, painting, and I just tried this class called Performance Art, which was like writing poems and doing very weird light changes and things like that, which was like my first experience of being on a stage, even though it was like this tiny, little box in front of a class. It was literally Acting 101.

Alec Baldwin: That was one class.

Kristen Wiig: One class, and I was terrified to take it because, like I said, I hate standing up in front of people and performing, but something about this class – we learned about improv, and my teacher was really supportive. At the end of the class he was just like, “Have you ever considered doing this?” and I was like, “No. Yeah, right.”

Alec Baldwin: So it was your teacher that [crosstalk].

Kristen Wiig: It was my teacher, yeah. I just kept thinking about it and I wasn’t really happy there. The art program wasn’t really for me. I don’t want to say I had an epiphany but I did have one of those moments where I was looking at myself in the mirror and I was like, 'What are you doing? What do you want to do? If you could do anything in this world, what would it be?'

And I was like, 'I want to move to L.A. and try to be an actor,' which was crazy but I didn’t stop myself. I packed my car the next day, and my roommate at the time, in Arizona, lived in Beverly Hills and she said I could come stay with her.

Alec Baldwin: So it all started flowing in that direction.

Kristen Wiig: Yeah. I didn’t tell my parents that I was leaving Arizona.

Alec Baldwin: You kept sending letters to the post office in Tucson?

Kristen Wiig: And then I just kept saying, 'Oh, it’s really hot here. There’s so much sand everywhere.'

Alec Baldwin: But they’re postmarked West Hollywood.

Kristen Wiig: Exactly. West Hollywood, Arizona.

Alec Baldwin: And when you got there, how quickly did you get into The Groundlings thing?

Kristen Wiig: Not quickly.

Alec Baldwin: You kind of move at a glacial pace, don’t you? You were kind of creeping up on this, weren’t you? It’s a slow motion epiphany.

Kristen Wiig: I got there and I was like, 'What am I doing?'  L.A. is a city of actors and performers and writers and film makers, for the most part; that’s where they all go. I had zero experience. I wasn’t 19, and I got a job and wasn’t really doing anything.

Alec Baldwin: Got a job doing what?

Kristen Wiig: I worked at Anthropologie, the store.

Alec Baldwin: You sold clothes at Anthropologie, or were you security?

Kristen Wiig: I wasn’t security. No, but I did a lot of visual stuff because of my art background. I helped with the displays.

Alec Baldwin: When you say you weren’t sure what you were doing, there’s something about you, in the time I’ve known you and been around you, where you’re still kind of that way.

Kristen Wiig: Oh yeah. I don’t think I’m ever going to figure it out. I don’t know. Do you ever? I don’t know.

Alec Baldwin: I think there are two types of people in the business that I’ve met. There are the ones that have that very Mickey Rooney type of, 'I’m going to be in show business.' They’re kids and they just eat, sleep, and drink it. Then there are people who are, if not accidental, they certainly have a sense that they’re visiting.  'Well, I’ll do this for now.'

Kristen Wiig: Yeah. I love performing but there’s such a big part of me that’s like, 'Don’t look at me.' Do you know what I mean? It’s hard to find that balance. I think, also, that people assume if you’re an actor that you just walk into a room and you’re like, 'Hello. Listen to this story. I want everyone to gather around.'

Alec Baldwin: Attention, everyone.

Kristen Wiig: Yeah, and I’m the exact opposite. If I’m in a room full of people and someone says, 'Hey, Kristen, what happened at that thing?' I’ll just be like, 'Oh, ugh, ugh' and I’ll start sweating.

Alec Baldwin: Isn’t your dream going to dinner and someone else does all the talking?

Kristen Wiig: Yeah. That’s why I like going to dinner with you.

Alec Baldwin: So when you’re there and you get into The Groundlings –

Kristen Wiig: Groundlings opened everything up.

Alec Baldwin: How so? Because for you you’re thinking acting and it was a performing art class, so you say, 'I’m going to L.A. to be an actress.' And do you feel that you crossed a line and it was, 'I’m a comedienne,' or 'I’m a comedy actress,' or you never felt that way?

Kristen Wiig: No. I think it was improv. It was watching people be on stage, acting without a script. There was something in me that was like, 'I want to do that. I know I can do that.' For some reason it was less scary to me than having words in front of me, because I think when you’re handed a script you know that you’re supposed to do it in a certain way, and people will think, 'How is she reading this?' But when you’re improvising, there’s nothing to compare it to and you can do whatever.

Alec Baldwin: Yeah. There’s no Blanche DuBois.

Kristen Wiig: No. But when I started taking classes at The Groundlings and taking improv, it was like something just clicked and I felt like, 'Oh, this is what I want to do.'

Alec Baldwin: But at the same time, did you get a sense that what you were doing was working, that you were pretty good at it?

Kristen Wiig: I mean, yeah, I think so. That’s weird to talk about myself like that.

Alec Baldwin: Or did you just suck up until recently? But you were good.

Kristen Wiig: It was nice to have that thing that I knew that I was good at, finally, besides art, which is very personal and quiet. That was just sort of something I did by myself. You don’t talk to anybody when you’re drawing or painting. It’s very isolating. For me, doing The Groundlings was the exact opposite of that, because it’s such a community. You improvise with other people and you have to connect with other people to make it work.

Alec Baldwin: Did you audition to get in?

Kristen Wiig: It’s like a school. You have to go and take the first class and then after the first class your teacher tells you if you can move on, or if you should repeat it, or if this isn’t for you, and then you just keep going. The third level is writing-intensive, so that’s where I learned how to write was at The Groundlings.

Alec Baldwin: And The Groundlings was how long?

Kristen Wiig: Probably four or five years, I guess. There’s time between some of the levels, because there’s such a long waiting list, and then once I got into the main company I was only in it for a handful of months before I got SNL.

Alec Baldwin: When SNL comes knocking –

Kristen Wiig: Well, we knocked. I don’t know if they knocked.

Alec Baldwin: What do you mean?

Kristen Wiig: Well, my manager sent a tape.

Alec Baldwin: So you had an agent and a manager? You were playing the whole thing out there?

Kristen Wiig: I had a manager.

Alec Baldwin: Were you working?

Kristen Wiig: I’d done a few pilots, I guess, and a few commercials.

Alec Baldwin: So you weren’t cloistered over there in The Groundlings? You were working.

Kristen Wiig: Yeah. I mean I still had odd jobs.

Alec Baldwin: When you connected with the SNL people, you sent material to them?

Kristen Wiig: Naomi sent a tape in.

Alec Baldwin: Your manager?

Kristen Wiig: Yes, sorry. My manager, Naomi Odenkirk, who I wouldn’t have any of my career if it wasn’t for her. I used to babysit for her, and then I asked her to come and see my Groundlings show and she was like, 'Okay.' Anyway, that’s how she signed me, was from seeing me there. But she just sent my tape in and then you don’t hear anything, and then you just get a call. 'We’d like her to audition this summer, five characters, three impressions, five minutes,' and I was like, 'Okay. I don’t really have any impressions.' I’d never done impressions onstage at The Groundlings. It was just joking around with my friends. I flew out there and it was the most terrifying experience.

Alec Baldwin: Who were you doing it for?

Kristen Wiig: I don’t even remember. It was like a sea of darkness. I just remember Lorne was there, and Seth, and Marcie, Tina.

Alec Baldwin: Did you know any of them prior to that? Had you been friends with Tina or Seth?

Kristen Wiig: Oh, no. I went to New York once when I was in eighth grade.

Alec Baldwin: To go to court.

Kristen Wiig: To Hard Rock Café or something like that when I was in eighth grade. No, I came to New York and I was like, ‘What?' I bought a stopwatch because I really thought they were going to just turn the lights off at five minutes, because they said, 'It’s five minutes. Please don’t go over.'

Alec Baldwin: It’s five minutes. No kidding. We’re going to electrocute you.

Kristen Wiig: So I practiced in the mirror with a stopwatch, trying to get it under five minutes, exactly five minutes. And I don’t do stand-up, so the idea of performing by myself –

Alec Baldwin: How did it go?

Kristen Wiig: I felt okay. I felt pretty good. They laughed a little bit. I was warned, 'It’s going to be quiet. Just do it.' It’s a tough crowd. Just do it and go. If anything, I just felt happy that I did it, because I was so terrified and shaking, I couldn’t sleep. I couldn’t eat. And it was over and I didn’t hear anything, and I was like, 'Okay, that was an experience.' Then, a month and a half later, we got a call saying, 'Can she come back? If she has new stuff or other stuff, that would be great, too.'

I crammed everything I’ve ever done in that five minutes. But then I came up with some new stuff, went back and did it again. Then they asked me to stay and meet with Lorne. I don’t remember what I said.

Alec Baldwin: Do you have kind of an Alzheimer’s problem? You don’t remember a lot.

Kristen Wiig: I don’t remember. I do have a horrible memory, but also I was so nervous and probably didn’t say much anyway. Then he was like, 'Well, we don’t really have room for you right now, but your audition was great.' He was so sweet, and I was like, 'Okay,' and then I left. I was so confused, and then I went home and then the season started. I remember watching the first show and being like, 'Well, I didn’t get it.' And then after the fourth show, we got a call saying, 'Can she come?' So then I started the fifth show in, which was even more nerve-wracking.

Alec Baldwin: And where were you? You’re in L.A. and they say, 'Get out here.'

Kristen Wiig: Yeah.

Alec Baldwin: Had you watched the show prior to that?

Kristen Wiig: Oh yeah, yeah. I’d grown up watching it. Especially in high school, I remember people would watch it and talk about it.

Alec Baldwin: What you remember of high school.

Kristen Wiig: Yeah, I don’t really remember.

Alec Baldwin: So you had an awareness of the show and you were a fan of the show. When they called you and asked you to come, you felt, other than nervous – ?

Kristen Wiig: Other than nervous – God, I don’t know if there is even much more than nervous.

Alec Baldwin: Were you happy?

Kristen Wiig: I was so happy. I was like, this is too good to be true, and in my mind I’m thinking, 'I’m moving to New York City. Where do I live? How do I get around? How do I move my stuff? What if I get there and none of my stuff works?'  You know, SNL is a huge deal. I mean, I jumped up and down. I couldn’t believe it, and I think the difference with SNL is if I had gotten my big break – whatever you want to call it – if it was a pilot or a TV show got picked up, or a movie, you kind of know what to expect, and with SNL you have no idea.

Alec Baldwin: The script hasn’t been written yet.

Kristen Wiig: It hasn’t been written, like, what am I going to do on the show? It’s live. It’s an hour and a half.

Alec Baldwin: But for you, in terms of that open field running, so to speak, in terms of there being a blank canvas, you went in there and you’ve created this incredible range of characters. You have a woman that’s your writing partner?

Kristen Wiig: Yes. Annie Mumulo.

Alec Baldwin: And Annie Mumulo, where did you meet her?

Kristen Wiig: At The Groundlings.

Alec Baldwin: Did they bring her along with you?

Kristen Wiig: I wrote Bridesmaids with her but she’s not at SNL.

Alec Baldwin: She’s not on the staff. Who do you write with on SNL?

Kristen Wiig: I write a lot with James Anderson and Kent Sublette, who came from Groundlings.

Alec Baldwin: Describe how that works, because people who don’t know SNL don’t know that there are these pairings. People kind of find someone that they dig writing for in the room.

Kristen Wiig: You just find people that –

Alec Baldwin: They want to write for you.

Kristen Wiig: Yeah, and it’s a similar sense of humor, it’s easy, and people just naturally gravitate towards them.

Alec Baldwin: Give me a character that one of them wrote for you.

Kristen Wiig: The secret word sketch. Mindy Grayson is her name, that old Hollywood. They write that. I have nothing to do with that, and it’s such a gift.

Alec Baldwin: And the movie reviewer?

Kristen Wiig: Oh yeah, Aunt Linda. She was a Groundlings character.

Alec Baldwin: So that you brought in your baggage with you?

Kristen Wiig: Yeah, and then I write that with Paula. I was doing her, I think, in the show, maybe, that I was in when I got SNL.

Alec Baldwin: How would Aunt Linda review Bridesmaids? What would Aunt Linda say?

Kristen Wiig: She’d probably be like, 'There’s too many women in it.' When I originally did that character it was a sketch at The Groundlings and it was a woman who was on the plane who was watching the in-flight movie, which was The Matrix, and she was so confused by it. She didn’t understand any thing and she just kept talking to the people, like, 'What is going on?' I tried it as a sketch at SNL five times. It went to dress maybe three times, and finally someone was like, 'Why don’t you try her at Update?' so that’s how she eventually got on the show.

Alec Baldwin: Recently you did the news segment with Seth, where you were that blonde bimbo who had her legs up in the air. Who is that woman?

Kristen Wiig: Rebecca Larue, I think is her name.

Alec Baldwin: I want to tell you that I’ve never laughed so hard in my life, in the last year, when I watched you. There are these women you play who have that – maybe it has to do with femininity or sexuality – it’s just more their psychological jaggedness, if you will. Aunt Linda. That could be Uncle Bob. You take a character that there are really no gender-specifics to it. Then you turn around and you play a woman who is very gender-specific. You play this super-hot, horny actress, and you were so funny. There are some people in comedy who can’t do both.

Kristen Wiig: That, I have to say, one of the greatest gifts that I’ve gotten from SNL is getting out of my comfort zone. I realized, and I think Lorne realized probably the first handful of years that I was there, most of my characters were ladies in their 40s with short hair and weird sweaters, that no one wanted at their dinner party. The good thing about being at SNL, for me creatively, is to think, “Okay, I’m comfortable enough. I really want to try something that’s not something that I normally do.”

That’s when I actually first came up with the character Shana, the one that’s sexy but then gross things. I was like, 'I really want to write a character that looks kind of good but blank,' and that’s where the flirting lady came from, too. I didn’t really know what that was going to be. None of it was on the page when we wrote it.

Alec Baldwin: But for you, do you feel like when there’s a quotient of a character, which is a sensuous quotient, and you’re sending it up, do you realize that you could walk out the door tomorrow and probably play that character for real in a straight film? Have you ever wanted to play a leading lady in a dramatic film, a love story, a period film?

Kristen Wiig: Oh yeah. I would love to do that.

Alec Baldwin: Straight films?

Kristen Wiig: Yes. I hope I get the opportunity to do that. I was actually just talking to someone about this the other day, how the audience very quickly puts you in a folder. They know you know they first knew you. I’m Kristen from SNL or a comedic actress, and people are always so surprised when I want to do dramatic stuff. 'Really? You really want to do that?'

Alec Baldwin: Have you had any offers for that?

Kristen Wiig: There are a couple of things that I’m looking at doing next that aren’t comedies at all. One of them is really not at all.

Alec Baldwin: It’s a horror movie?

Kristen Wiig: I just want to be in like a tub.

Alec Baldwin: Would you ever want to do a horror movie with me?

Kristen Wiig: Are you kidding me?

Alec Baldwin: Like a paranormal Blair Witch thing, where we’re just completely loosey-goosey and there are cameras everywhere and we improv.

Kristen Wiig: We could shoot it in here. We’re on the radio and then we just hear voices.

Alec Baldwin: There’s like a dead announcer who is in here and locks us in here.

Kristen Wiig: Yeah.

Alec Baldwin: Let’s talk about that later on.

Kristen Wiig: Okay. I love that.

Alec Baldwin: Talk about Jennifer Westfeldt’s film. What was it like for you acting in the film?

Kristen Wiig: It was amazing. It was a much more dramatic part than I’ve had the opportunity to do.

Alec Baldwin: Did you like that?

Kristen Wiig: I loved it. I loved it. It was so satisfying to me.

Alec Baldwin: And part of it was hard.

Kristen Wiig: Yeah.

Alec Baldwin: What part if it was hard?

Kristen Wiig: As far as the performing part of it?

Alec Baldwin: Yeah, as far as the acting.

Kristen Wiig: There were a lot of kids around. It’s like, 'Oh, you’re not supposed to be crying.' You know how it is when you’ve got kids and dogs, and she had all of that.

Alec Baldwin: I always say, 'Put the dog’s bed against the wall,' and then we’ll have the dog walk in and I go, 'Here Rex.' Rex gets one signal and then we send a courtesy van for Rex, back to the hotel. Done. Wrap on Rex.

Kristen Wiig: Or just have a bird.

Alec Baldwin: Well, they can be, 'Alec Baldwin, Rah. Team America. Rah.'

Kristen Wiig: Even the birds that don’t talk say your name. Just pigeons outside.

Alec Baldwin: Clamshells on the beach. 'Alec Baldwin, Rah.'

Kristen Wiig: Can that be in our horror movie? Can that be the end of the horror movie, where we just zoom in on a clamshell on a beach, and it just says, 'The end.'

Alec Baldwin: It’s called The Mollusks.

Kristen Wiig: Oh, I love it.

Alec Baldwin: Let’s get Judd Apatow to do it.

Kristen Wiig: Someone’s got to be listening to this, with a typewriter.

Alec Baldwin: Not a computer.

Kristen Wiig: No.

Alec Baldwin: We’re old-school.

Alec Baldwin: This is Alec Baldwin and you’re listening to Here’s the Thing. More in a minute.

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Alec Baldwin: So you wrote Bridesmaids, as everybody knows.

Kristen Wiig: I co-wrote it, with Annie Mumulo.

Alec Baldwin: I don’t know Annie but I know you, and there really is something in this business when you see somebody who is as lovely as you are, and as pleasant as you are, and as talented as you are, and kind of unassuming. I mean you’re not a very self-important artist in this business. And then all of a sudden you go, 'Whoa!' You make a movie that’s just this huge success. Talk about that movie. When you look back on it now, what do you think?

Kristen Wiig: When we were making the movie, it was like we wrote this thing, we hope it works, everyone’s having fun, what’s going to happen.

Alec Baldwin: Whose idea was it?

Kristen Wiig: The original idea of the story was Annie’s. Judd asked me to write something for myself after I did Knocked Up, and he was like, 'You can write by yourself. You can have a writing partner.' Most of the sketches that I wrote at Groundlings were with someone else, were with Annie, so I just called her. We’d kind of talked loosely, like, 'Someday we should maybe write a movie,' but that’s so daunting. I don’t know to write a movie.

Alec Baldwin: I like what you said in the interview. You said, 'Let’s write 20 sketches. Sketches we can do.'

Kristen Wiig: Yeah, and then just put them together. So she had this idea and I was in New York, so she actually went to Judd’s office and was like, 'Hi. I’m Annie,' and he’s like, 'Okay, yeah. Start writing it.' Every hiatus I would come to L.A., because that was the only way we really worked together was being in the same room together.

We discovered Skype later, but we like to do everything together. We’re not one of those teams that just says, 'Hey, write this and send it to me.' We like to do everything together.

Alec Baldwin: You like working together.

Kristen Wiig: I love working with her. It’s so easy. We’ve never gotten in an argument.

Alec Baldwin: She’s in L.A.?

Kristen Wiig: Yeah. She’s in the movie. She plays the woman next to me on the plane, that’s freaking out, that says that the woman got sucked in the toilet. She’s the best.

Alec Baldwin: So you wrote this for Judd. Then what happened? How much notes did you get from somebody else, or was it all like it was there?

Kristen Wiig: Well, it’s a different process, I think, than you would have with other producers in that we were writing every day on set, writing lines, writing new jokes.

Alec Baldwin: Like TV. Like The Groundlings.

Kristen Wiig: Yeah. And we would have scenes written and he’d be like, 'Okay, write this scene again but maybe this happens.' Or, 'How about instead of these two characters maybe it’s the other two girls that are there,' so it was constant writing and rewriting. Every day we would get a packet of scenes from old drafts, scenes that we loved, other people’s ideas.

Alec Baldwin: Scenes that we refused to do.

Kristen Wiig: Yeah. It was a lot of writing. A lot of writing.

Alec Baldwin: And you shot the movie where?

Kristen Wiig: In L.A.

Alec Baldwin: In terms of the casting, it looks to me like you got everybody you wanted. True?

Kristen Wiig: Yeah. One of the reasons why Annie and I wanted to write this movie was that we know so many funny women from The Groundlings.

Alec Baldwin: Which of those were in the film?

Kristen Wiig: Wendy and Melissa, and Maya is a former Groundling. We wrote the part for Wendy, and Melissa, we were so lucky to have her come in and read and improvise with me forever. Ellie and Rose were the only ones that I didn’t know before.

Alec Baldwin: Talk about Rose Byrne. I saw her at the SAG awards she definitely is deer-in-the-headlights when you meet her. She’s very sweet, but she is divine, and she’s so game. Do you find that all you need to be as a good actor, they get the comedy thing, or do you think there’s something special to comedy, to playing it?

Kristen Wiig: I think you just said it – to be game. You have to be willing to not look good, to put it out there, poke fun at yourself. You kind of just have to show up and just do it. When you meet Rose, first of all she’s drop-dead gorgeous. I stared at her for like the first three days of rehearsal and it’s just like, 'What the hell? Where did you come from?' And she’s funny. She has no improv experiences and she improvised like crazy in this movie. I don’t know. She’s unbelievable.

Alec Baldwin: But to play that cotillion kind of broad, we’ve seen that in a lot of manifestations, but you’ve got to stay with it. You’ve got to never comment on it, and that’s what I love where she’s acting and she’s playing this really stick-up-her-you-know-what.

Kristen Wiig: Annie and I have always says the Helen character she played was the toughest to figure out, and for her I think the toughest to play, because she’s this person that my character instantly hates, and as an audience member you have to get that. But my best friend is very close with her, so you have to see what she sees in her, too. Rose was that perfect thing of like, oh God, she’s driving me crazy but I kind of want to hang out with her, and she did that.

Alec Baldwin: Women are like that.

Kristen Wiig: Well, not all women.

Alec Baldwin: Like, if men are friends and you have a friend I can’t stand, with men they understand. 'Just don’t bring him around.' But with women it’s like, 'Come on. Laurie’s not so bad.'

Kristen Wiig: Yeah, and then she comes over and you’re like, 'Hiiiii.'

Alec Baldwin: Talk about Melissa.

Kristen Wiig: Melissa, at The Groundlings, was a little ahead of me. From the moment I met her I just looked up to her, and I had never seen anyone in my life not only embrace characters like she does but creates them. The stuff she does at The Groundlings – I mean, people see her in Bridesmaids and obviously are talking about her – but the stuff she’s done at The Groundlings is insane. Shows sold out when she’s doing her stuff.

When she came in to audition for this, it was absolutely perfect. There’s something very maternal about Melissa, which was very important in that character, and also she’s just – can I swear on this show?

Alec Baldwin: Think of a metaphor.

Kristen Wiig: Okay. She’s f-ing brilliant. Can I just say that? She brought life to that character and we’re so lucky that she’s in the movie.

Alec Baldwin: What are you doing next? Have you got any movies in the can?

Kristen Wiig: I have one movie that’s in the can right now called Imogene.

Alec Baldwin: Tell us about that.

Kristen Wiig: Berman and Pulcini directed. They did American Splendor.

Alec Baldwin: They did one of my favorite movies, The Extra Man.

Kristen Wiig: Yes. They’re married and they’re great. We’re actually doing a reshoot next week.

Alec Baldwin: Describe the movie. What’s it about.

Kristen Wiig: I’m a writer in New York. My relationship has just ended. Without giving too much away, people think that I tried to kill myself.

Alec Baldwin: Is it a drama?

Kristen Wiig: It’s a drama with comedy in it. And then I have to be released to a family member when I’m in the hospital because they don’t have enough room in the hospital, so I have to go home to my mom, who Annette Bening plays. I haven’t seen her or talked to her in ten years so it’s sort of going back home, finding out what’s important – that whole kind of thing. I loved the script and I’m really excited. I haven’t seen the finished product yet but I’m really excited about it.

Alec Baldwin: This is a trite question, but I often think about this myself, being older than you and coming from a different generation, when I would come in and I would meet people that were not peers of mine but people that I really admired. But I didn’t always work with people that were on Turner Classic Movies, so to speak. I wasn’t making movies with John Garfield or William Holden.

But when I would meet these people that I deeply admired, it was such an amazingly resonating experience, and on SNL you got a different person every week, presumably. Who are some of the ones that are most memorable to you, that you worked with, that you were like, 'I can’t believe I’m standing here doing my thing with blank?'

Kristen Wiig: Well, SNL aside, Annette Bening on this movie, I completely had that with her. I couldn’t believe I was doing scenes with her and she was playing my mother.

Alec Baldwin: She’s very gifted.

Kristen Wiig: Yeah. Oh my God, SNL is like every week.

Alec Baldwin: Can you think of even one or two that you just went 'Holy –.'

Kristen Wiig: Steve Martin. When I first met him I was like, 'Oh my gosh, I’ve watched you – '

Alec Baldwin: Worshiped you.

Kristen Wiig: Yeah, for most of my life. That was pretty crazy. And DeNiro when he hosted –

Alec Baldwin: When he wanders in.

Kristen Wiig: Yeah, he was amazing. Plus, you know what it is? You meet people. You go out to parties and you meet people. But when people come to SNL, you’re seeing such a different side to them because they’re not in their element. Some of the more dramatic actors don’t have comedy experience, so they’re kind of in there like, 'What do I do?' Someone like Robert DeNiro, I’m sure he came in the first time he hosted and was like, 'What do I do?'

Alec Baldwin: Maybe he’s like you, that no-goal school of acting. Let’s just see where we end up. I don’t know.

Kristen Wiig: But it’s interesting to see people not in their element come on the show and be sort of like, 'Tell me what to do.'

Alec Baldwin: SNL is winding down for you now.

Kristen Wiig: I don’t know.

Alec Baldwin: When’s your contract up?

Kristen Wiig: This year.

Alec Baldwin: This is the last season you’re contracted for, and I guess it would be safe to say that although people there are crying and sobbing and unhappy, that they don’t want you to leave, t’was ever thus, yes?

Kristen Wiig: Well, everyone has to leave.

Alec Baldwin: It’s hard to leave.

Kristen Wiig: I will say that when I do leave it’s not because I’m sick of it and not because I see something better or anything like that. It’s just that it’s time. When I do leave, it will be the hardest thing. I mean, you know. You’re there for a week and on Saturday night you’re sad because you leave these people.

Alec Baldwin: People ask me, 'Why did you do it 15 times?' and I look at them and go, 'If you could do it 15 times, trust me, you would.'

Kristen Wiig: Yeah. This is my seventh year and that’s my family. It’s my heart. It’s New York to me.

Alec Baldwin: It’s your history.

Kristen Wiig: Yeah, but you have to leave things that you love.

Alec Baldwin: What would you miss most about SNL? The people.

Kristen Wiig: Yeah. It’s a two-parter. The people – I’m going to miss that camaraderie and I’m going to miss seeing all those faces every day, and what the people bring out in me, creatively. That creative muscle that you have when you’re at SNL, you know, it’s so fast-paced. You’re putting a puzzle together and it has to be put together by Saturday at 11:30. You’re trying to create something – it’s like you have to figure it out by that day, whether you’re writing it on Tuesday or Thursday.

Being surrounded by creative people and knowing that you’re all in it together, and you’re putting on a show, you’re all pushing this huge boulder together – every Saturday you do something that you’re scared to do – I think I will miss that feeling.

Alec Baldwin: And, of course, you have absolutely no prospects whatsoever. It’s a really ballsy move on your part because who the F is going to hire you?

Kristen Wiig: I don’t know. I may go back to open up a canoe shop.

Alec Baldwin: Do you say to yourself that the goal, to the extent that you want to say or you can say, is the goal for you films? Do you like the long breaks and the more deliberate, thoughtful process of writing, and it’s less kind of factory work, like assembly line work, like TV can be?

Kristen Wiig: Yeah, I mean, temporarily. I don’t know. I don’t like the word 'goal' because I feel like those are always changing for me.

Alec Baldwin: You don’t like having goals.

Kristen Wiig: I don’t like having goals. That’s why I do what I do. I don’t know. I want to direct. I want to live in Paris and paint. I want to do a lot of different things.

Alec Baldwin: Seriously – you could live in Paris?

Kristen Wiig: Yeah. Oh yeah.

Alec Baldwin: And do what?

Kristen Wiig: I don’t know. Eat bread!

Alec Baldwin: You’d last in Paris for about two months.

Kristen Wiig: Well, maybe, but then I’d live in Paris for two months. How great would that be?

Alec Baldwin: You and I are going to have dinner, when we talk about the haunted studio movie that Judd Apatow is going to give us notes on.

Kristen Wiig: The Mollusk.

Alec Baldwin: We’ll get together, also, and we’ll have a separate lunch to talk about healthy goal-making.

Kristen Wiig: Okay. What I mean ... It’s not that I don’t think you should have goals. Let me go back. What I’m saying is, my life right now is not what I thought it would be six months ago.

Alec Baldwin: It’s always people like you that end up on top.

Kristen Wiig: But you never know what’s going to happen. It’s so day-to-day and I don’t know. I wake up every day ...

Alec Baldwin: I love that you’re so blithe about it, but in a healthy way, because that’s artistry to me.

Kristen Wiig: Oh, I never want to stop doing creative things, whatever they may be.

Alec Baldwin: Kristen Wiig. Next year you may find her baking bread in a corner boulangerie in Paris.

Kristen Wiig: Oh, I’m not going to bake it. I’m going to have someone buy it for me.

Alec Baldwin: I forgot you were a movie star now, you’re going to have it delivered.

Kristen Wiig: Have someone put the butter on it for me, open my mouth.

Alec Baldwin: It’s all going well.

Kristen Wiig: I can’t complain. I’m very happy.

Alec Baldwin: A happy and seriously funny Kristin Wiig. This is Alec Baldwin and you’re listening to Here’s The Thing. Our show is produced by WNYC.

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