DAVE DAVIES, HOST:

This is FRESH AIR. I'm Dave Davies, in for Terry Gross. The season finale of "Saturday Night Live" airs tomorrow night, and it will be the last regular appearance for Bill Hader, who's leaving after eight years at SNL. His characters include Stefon, a regular on "Weekend Update"; and Vinny Vedecci, the Italian talk show host. Hader's done impressions of actors including Clint Eastwood, Alan Alda, Charlie Sheen and Al Pacino; and political figures, including Rick Perry and, James Carville.

Most of the announcers and game show hosts on SNL are played by Hader. He's also had supporting roles in several films, including "Superbad" and "Men in Black 3"; and has been a creative consultant and writer on "South Park." Terry spoke to Bill Hader last August, when he was nominated for an Emmy for Outstanding Supporting Actor in a Comedy Series. He was the first male SNL cast member nominated in that category since Eddie Murphy in 1983.

Let's start with a clip featuring Hader's character Stefon, an awkward club kid who somehow got the job as city correspondent on "Weekend Update." He's supposed to recommend fun weekend events in New York City, but his recommendations always focus on the most bizarre, underground clubs. Here's "Weekend Update" host Seth Meyers.

(SOUNDBITE OF TELEVISION PROGRAM, "SATURDAY NIGHT LIVE")

SETH MEYERS: It's Christmastime in New York, which means millions of tourists will be coming to see what holiday magic the Big Apple has to offer. Here with some tips on where you and your children should go is our city correspondent Stefon.

(LAUGHTER)

BILL HADER: (As Stefon) Hi.

MEYERS: Hi, hi Stefon. It's an exciting time, isn't it?

HADER: (As Stefon) I know, right? So many Republican candidates. Who do you pick?

(LAUGHTER)

MEYERS: OK, so Stefon, a lot of families are making their way to Manhattan to have some holiday fun. Are there any places you can recommend?

HADER: (As Stefon) Yes, yes, yes, yes. If you're looking to get festive with your family, I've got the perfect place for you. New York's hottest club is Hey. Built from the bucket list of a dying pervert, this Battery Park bitch parade is now managed by overweight game show host Fat Sajak.

(LAUGHTER)

HADER: (As Stefon) And this place has everything: tweakers, skeevies, Spud Webb, a child.

(LAUGHTER)

HADER: (As Stefon) And a Russian guy who runs on the treadmill in a Cosby sweater.

(LAUGHTER)

HADER: (As Stefon) So come on down this weekend. The bouncer is a bulldog who looks like Wilford Brimley, and the password is "diabetes."

(LAUGHTER)

TERRY GROSS, HOST:

Bill Hader, welcome to FRESH AIR, and congratulations on the Emmy nomination and on the birth of your baby daughter, your second child.

HADER: Oh, thank you very much. Yeah.

GROSS: Yeah, yeah, so quite a time for you.

HADER: Yeah.

GROSS: So we just heard one of your most popular characters on "Saturday Night Live," Stefon. I'm going to ask you to describe him in your words.

(LAUGHTER)

HADER: We describe - a gay nightmare was one.

(LAUGHTER)

HADER: A way to describe Stefon. The character came from John Mulaney, who's a writer on the show, and it was two things. John got an email from a guy describing a club in New York, and it had that format of the Stefon "Update" features. It was almost like a Mad Libs version of that, which was New York's hottest club is blank, it has everything, blank, blank, blank, blank, you know.

So he was showing me this email, and we were kind of laughing about it, and then I had this guy who worked at a coffee shop in Chelsea who I would go to every morning on my way to work, and his mother had just moved in with him. She was staying with him, and he was just kind of lamenting about it. And I would kind of draw him out because he looked - he had that kind of hair, and that's how he talked.

He was really, like, oh my God, my mom's staying with me, and I live, like, on the lower Lower East Side.

(LAUGHTER)

HADER: That's what he said: I live like low East Side. And I would walk around the office going lower Lower East Side and like this, and John Mulaney was the smart one and said hey, we should write that up.

(LAUGHTER)

GROSS: And another thing, you're always putting your hands over your mouth in that character.

HADER: Yeah, yeah, that is part of the character, and it's become a thing where people think I'm trying not to laugh, but I understand why they would think that because sometimes I actually am trying not to laugh. But that is just part of the character of, yeah, he's just nervous. He's fidgety, and he's afraid he's going to say the wrong thing, I think.

GROSS: Because he is.

(LAUGHTER)

HADER: Yeah, yeah, he's always - that's what kind of is funny to me is that he kind of - he's very conscious that he's making a mistake.

(LAUGHTER)

HADER: And so he's kind of covering up his mouth.

GROSS: So I've read that John Mulaney, who writes the character with you, sometimes puts in a line in the teleprompter or cue cards or whatever it is that you use that you don't know is going to be in it, and it throws you, and it makes you laugh.

HADER: Yeah.

GROSS: And you're not supposed to laugh when you're in character on "Saturday Night Live," but it's become such a thing for Stefon that it's like, it's part of the character now.

HADER: Yeah, now it's this weird thing if you don't laugh, is it still a Stefon? I got through one of the dress rehearsals without laughing and felt very good about myself, and then John took it upon himself to change that.

(LAUGHTER)

HADER: He was like, don't get too excited. And the other thing I should also say is that the guys miking me are laughing, the cue card guys are looking at me. They're kind of laughing. I mean, from the point when I show up that day, you know, and I walk into work on that Saturday, the cue card guys are like: Hey, we just read the Stefon, oh boy. You know...

(LAUGHTER)

HADER: You're dead.

(LAUGHTER)

HADER: Pretty funny.

GROSS: Well, give us a sense of, like, if there's a line clean enough for you to say on our show, which is broadcast earlier than "Saturday Night Live," so give us a sense of the kind of thing he writes that breaks you up.

HADER: I give two quick ones. The first one that started is I feel like was the first one we did. We had a club promoter whose name was Amnesia Bernstein, which we thought was very funny, and we did it at the - at dress, and it didn't really get anything; we were like, oh, that didn't work. And it was 10 minutes before we go onto air, and I was in the cold open or something, and John was like, oh, we need to change that club promoter's name.

And I go, ahh, I don't know, um - and he goes I'll think of something, I'll think of something because, you know, I'm dressed up as John Boehner or something. I'm, like, ah, I gotta go.

(LAUGHTER)

HADER: And so I run away, and he put it in, and as I was walking out, he goes, oh, I changed the club promoter's name. I was like oh, great. And I went out and did it, and he changed it to Gay Liotta.

(LAUGHTER)

HADER: And I completely lost it.

(LAUGHTER)

HADER: And I just went: What? And so what I'm seeing is the camera guys are laughing, the cue cards are shaking because the cue card guys are laughing. Beyond the cue cards, I can see some of the writers, I can see Andy Samberg, people against the wall in 8H, they're all laughing. And then that kind of started it. I think in John's mind, he went, oh, wow, OK.

(LAUGHTER)

HADER: Because I'm a soft touch. I - at the table reads, I break constantly. If something is up there that I'm not expecting, I tend to - I can't help myself, I'll start laughing. But especially as Stefon, to get myself in that character, I do kind of like work myself up a little bit because he's so kind of nervous and jittery that I think I'm more prone to laugh, and John knows that. So it's kind of - it's now like, oh, let's go out and watch Bill eat it.

(LAUGHTER)

GROSS: So that first time when you laughed, and you didn't expect to laugh, did Lorne Michaels call you in and criticize you for it?

HADER: No, no. I think Lorne kind of likes it. When I did it the third or fourth time, and I laughed, I went to the after-party, and I sat at Lorne's table, and I said, hey, I'm really sorry. I keep laughing at Stefon. It's not very professional. And he went: Bill, when what you're saying isn't funny, then it's a problem. But what you're saying is really funny.

(LAUGHTER)

HADER: And so that was him being like don't worry about it. Now, if it's not funny, and you're trying to save it by laughing, then that's not good.

GROSS: So you describe Stefon as a gay nightmare. Do you get reactions from gay men about this character?

HADER: Yeah, a lot of - and it's great. The majority of people come up to me and go: People will say that I'm a Stefon, like people in my office now call me Stefon, or I used to date someone like Stefon. Men come up and tell me that.

One guy, which I thought was nice, which was something - was actually kind of conscious on John and I's part, was he said I like that he's gay, but that that's not really the joke is that he's gay, that it wasn't like everything he had to say was about being gay.

John and I really appreciate it because it's very easy to do that in comedy, in sketch comedy. It was like, oh, well, he's a gay character. But it's more about that he's kind of doing a bad job and on a lot of drugs.

(LAUGHTER)

DAVIES: Bill Hader, speaking with Terry Gross. More after a break; this is FRESH AIR.

(SOUNDBITE OF MUSIC)

DAVIES: This is FRESH AIR, and we're listening to Terry's interview with Bill Hader, recorded last August. Hader is leaving "Saturday Night Live" after eight seasons on the show.

GROSS: Let's hear another clip, and this is a movie trailer, and you're both the narrator for the trailer, but you're also one of the many, many, many actors in the movie, and you are Alan Alda in this trailer. So here's my guest Bill Hader.

(SOUNDBITE OF TELEVISION PROGRAM, "SATURDAY NIGHT LIVE")

HADER: (As announcer) This Friday, from the makers of "Valentine's Day" and "New Year's Eve" comes the story of the whole world coming together on one night to celebrate the apocalypse.

(As Alan Alda) You know, I love this whole Armageddon thing, you know, brimstone and hellfire, you know. Just the other day, I strangled a guy for some flashlight batteries.

(As announcer) Starring literally thousands of your favorite celebrities...

(LAUGHTER)

GROSS: That's Bill Hader as the announcer and as Alan Alda in that trailer from "Saturday Night Live." So how did you start doing Alan Alda?

HADER: I started - that is such a good question. I think Lorne would love it if I came in, and I was like I got a really good Robert Pattinson or something, you know, somebody...

(LAUGHTER)

HADER: But instead, I'm like, you know, I was watching "Trouble in Paradise," I think I could get Herbert Marshall really well. And I don't - Lorne's - someone who's alive and working now. So Alan Alda was like the closest because I'm like he's in "Tower Heist," he's in "Wonderlust," he's still working. He's Alan Alda. I mean, he's a national treasure, you know.

And that came from watching "Crimes and Misdemeanors" with my wife, and I just started doing it watching the movie - 'cause he's so funny in that movie, and I was just doing it while we were watching the movie. And again, like John Mulaney, she was like, oh, you should do that on the show. And I was, like, oh, really?

And so we did it in, again, another sketch that Colin Jost wrote. It was audition tapes for "Back to the Future," and it was Alan Alda auditioning for the role of Biff, the bully. And he was like: Hey, why don't you make like a tree and get out of here. You know...

(LAUGHTER)

HADER: I, I really love this. This is such a great, great script. And so we thought that was just really funny in that he's very nice, in that he's such a nice, gregarious guy and very complimentary. So, yeah, that - and then one time, John Mulaney and I tried to write a thing with Alan Alda. I will - this was what it was called in the sketch because there was that show out with William Shatner called, you know, "S - Expletive My Dad Says," you know what I mean?

So we had "My Roommate's a Blank Horse," an F-ing horse, and with Alan Alda. And it was him with this - you know, I've got this horse for a roommate. And it was him, like, trying to have a date, and he would come home and go, what, well, this horse is in the house. You know, it was like - and no one laughed.

(LAUGHTER)

HADER: We did it at the Wednesday table read, and it played to silence.

(LAUGHTER)

HADER: It was one of those things where we were doing it, and I'm doing it, and you can hear people, like, you know, folding their legs, you know, crossing their legs and like digging in their pockets to check their cell phone. You know, you can actually hear it. Like it was really bad.

(LAUGHTER)

GROSS: How old were you when you figured out you could do voices?

HADER: I remember I could do - I did Bart Simpson once on the bus. I did like a really good Bart Simpson voice on the bus, obviously before I hit puberty. And everybody went, whoa, that sounds just like Bart Simpson. And my wife said something interesting, she said my family, when we're all together, and we're telling a story, she said you guys all do voices. When you're telling a story, you do the voices of everyone in the story.

You don't just say oh, I ran into Mike at the grocery store, and he said blah, blah. I'd like I ran into Mike, and he was like: Well, hey guys, I was wondering, maybe - you know, it's like you do the impersonation of - Mike's a dummy, in case you were - for the purposes of this story, he's a dumb guy. No. But she just - you know, she's like you guys all do the voices of the people.

And so I think it just kind of was ingrained, I guess.

GROSS: So when you were growing up, who was the cast on "Saturday Night Live" that made the biggest impression on you? I know you've mentioned Phil Hartman.

HADER: Yeah, Phil Hartman, Dana Carvey, Jon Lovitz, Jan Hooks, Nora Dunn, Kevin Nealon, like, you know, that crew, Dennis Miller at "Update." That's when I first started watching the show. And yeah, it just had a huge effect on me. You know, that's actually the question - that's the first question Lorne Michaels asked me when I had my first meeting with him.

And I think our cast now has something similar in that way. I feel like with that cast, which was it felt - we're a really good ensemble, I think, right now. And I felt the same way about that cast.

It was kind of like this really tight ensemble with really good actors. I mean, when you saw Jon Lovitz or Dana Carvey or Phil Hartman doing something, they were acting. It was real acting. Like, they were acting like that person. They weren't like - it wasn't even like they were really trying to go for a laugh, especially in Phil Hartman's case.

It wasn't like he was trying to be funny, you know. He was just being that person. And that's always been my favorite kind of comedic performing, like, you know, John Cleese and, you know, people like Gene Wilder in "Young Frankenstein," and things like that.

GROSS: So as we heard in the trailer for "Apocalypse," you know, you were the announcer. You do so many announcer voices. Why did that become one of your things?

HADER: You know what? I'll be honest. It was - that was a bit of a conscious thing on my part because when I showed up, it was like Darrell Hammond and Chris Parnell would get that, and I just remember thinking, oh, if I can kind of be the go-to guy for something, you know what I mean, maybe I could stick around here longer.

(LAUGHTER)

HADER: You know, maybe I could - like, oh, we need an announcer, we should get Bill. And I actually enjoy doing it. And I was never that great of a cold reader. So I would actually, I would actually practice at home. I would actually read a book out loud or read something out loud to just practice doing that for the table reads because you read most of it cold.

You know, you just get a giant stack of sketches, like 40 sketches, you know, and we read - you know, and you're reading them all cold, and you're reading them really fast. So I wanted to be able to do that, you know, at a moment's notice. And so I lucked out really because Chris Parnell left. You know, he left the show, and then it was, like, well, let's see if Bill can do these things, you know.

GROSS: Were there announcers that you used to do impressions of as a kid or that you especially enjoyed or thought were great or ridiculous on TV?

HADER: Oh, that's a really good question. I don't - I always grew up with people that I didn't know their names. Actually, you know what? Interestingly enough, Maya Rudolph, her husband is Paul Thomas Anderson, the filmmaker, and his dad was Ernie Anderson, and Ernie Anderson was the voice of ABC growing up, like "The Love Boat." You know what I mean?

(LAUGHTER)

GROSS: Yup.

HADER: And like "America's Funniest Home Videos." And so he was a guy I remember growing up with, and I didn't realize that until Paul was talking about him. He was, like, oh, my dad was this guy "Ghoulardi," you know. I was like wow, and I went on YouTube and went oh, that's your dad, you know. Like I love him.

(LAUGHTER)

GROSS: He was a horror TV movie host.

HADER: Yeah, yeah, and, you know, just being kind of an overall geek for stuff, just started devouring all that, you know, just going in and, you know, finding all the Ernie Anderson stuff and really funny and interesting. So yeah, he was a guy that without consciously doing it, I would do that, like, at school. You know, I would try to be doing those kind of voices.

Another guy, to be honest, fullheartedly ripping off is Phil Hartman. You know, he was a guy that I really liked on the show because he could do that. You know, he could be the announcer. He could be the lead in the sketch, like "Unfrozen Caveman Lawyer," that was one of my favorite SNL sketches of all time.

That was one I would do at school. I would walk around and do that in science class, like this photosynthesis. You know, I would, like, try to do that voice, but like at 9, you know. It didn't really sound right. He could be the lead in the sketch, but he also could be the dad in, you know, those Matt Foley sketches, where Chris Farley was the motivational speaker. He would be the dad and completely committed and engaged.

And I remember my dad saying that to me, like, yeah, everybody's laughing at Chris Farley, but look at Phil Hartman. I like watching Phil Hartman. And so, yeah, that - I feel like I took that approach when I got to the show.

GROSS: So in addition to all the announcers you do, you do a lot of game shows. Do you watch the Game Show Network just to get inspiration?

(LAUGHTER)

HADER: I don't know. No, I don't.

(LAUGHTER)

HADER: I don't. You know what the funny thing is? I will say Vince Blake, the one game show host - Simon Rich, Marika Sawyer and John Mulaney have written these game shows like "What's That Name?" I don't know if you remember that, where we did that, where someone would come out, and you would say, you know, he's the - he's a star of "Ocean's Eleven," and they'd be like George Clooney. I'm like that's right, you know, $15 for you.

And it's like all right, then - she starred in "Pretty Woman." Julia Roberts. That's right, $20 for you. And then I'd go: All right now, for $10 million, who is this? And it's like: Hey, I'm your doorman. I say hello to you every day. What's my name?

(LAUGHTER)

HADER: And it was so funny, and we did it with Justin Timberlake and Lady Gaga, where Lady Gaga knew everybody's name, and Justin Timberlake didn't even remember one of his former band mates from N'Sync's name. Like he couldn't remember anybody's name.

And that character, Vince Blake, we have a back story for that he is independently wealthy guy, and he does this just because he hates people. He hates - he just - he hates all these people.

(LAUGHTER)

HADER: And he had this game show to just embarrass them and make them feel terrible.

DAVIES: Bill Hader speaking with Terry Gross recorded in August. They'll be back in the second half of the show. Bill Hader makes his last regular appearance on "Saturday Night Live" this weekend in the show's season finale. I'm Dave Davies; this is FRESH AIR.

(SOUNDBITE OF MUSIC)

DAVIES: This is FRESH AIR. I'm Dave Davies in for Terry Gross. We're listening to Terry's interview with Bill Hader, who is leaving "Saturday Night Live" after eight seasons. He'll make his final regular appearance on the show in this season finale this weekend. On "SNL," he's known for the characters Stefon, Weekend Update's city correspondent; and Vinny Vedecci, the Italian talk show host - as well as for his impressions of Clint Eastwood, Vincent Price, Al Pacino, James Carville and Rick Perry. Terry spoke to Bill Hader last summer, after a long series of Republican presidential primaries.

GROSS: OK. Let's talk Rick Perry. You did a very funny Rick Perry during the primaries and you have a great parody of his oops moment during one of the debates, and I want to play an excerpt of that now. And Nasim Pedrad plays one of the journalists doing the questions. And so she's playing CNBC's Maria Bartiromo.

(SOUNDBITE OF TV SHOW, "SATURDAY NIGHT LIVE")

NASIM PEDRAD: (as Maria Bartiromo) Moving on to Governor Perry...

HADER: (as Rick Perry) Hey, Maria, before I - before I start - I want to say I know I've had some trouble in past debates. But tonight, I'm feeling good, I think I'm really going to nail it.

(LAUGHTER)

PEDRAD: (as Maria Bartiromo) All right. With emerging crises in Greece and Italy, what would you do to protect and grow the American economy?

HADER: (as Rick Perry) Well, the first thing I would do as president is cut government spending. So when I get to Washington, there are three - three - agencies, I'd cut immediately: Commerce, Education, and...

(LAUGHTER)

HADER: (as Rick Perry) What's the third one there?

(LAUGHTER)

HADER: (as Rick Perry) It's got away from me. Oops.

(LAUGHTER)

FRED ARMISEN: (as John Harwood) But, seriously, governor, what is the third department you'd cut?

(LAUGHTER)

HADER: (as Rick Perry) Come on, man, I said oops.

(LAUGHTER)

HADER: (as Rick Perry) OK, I got it - the three, the three departments I'd cut: Education, Commerce - eeeugh, why is this so hard? It's, it's up there somewhere, I can feel it dancing around. Come on.

(LAUGHTER)

HADER: (as Rick Perry) Oh, and I-I-I know if I heard it...

ANDY SAMBERG: (as Ron Paul) EPA?

HADER: (as Rick Perry) Yup. There It is. EPA. That's it. Thanks, Ron. Hey, hey how cool is little Ronnie Paul here, huh?

(LAUGHTER)

HADER: (as Rick Perry) Huh, with his little birdie arms, huh?

(LAUGHTER)

HADER: (as Rick Perry) It's the EPA - thank you.

ARMISEN: (as John Harwood) Is it really the EPA?

HADER: (as Rick Perry) No, sir. No, sir. Well, I...

(LAUGHTER)

GROSS: OK. So that's my guest Bill Hader as Rick Perry and we also heard Fred Armisen in there as the journalist John Harwood asking some of the questions.

So it's always great to get a part as one of the, you know, politicians on "Saturday Night Live," especially during an election. How did you end up doing Perry?

HADER: Well, that was actually the second time I played Rick Perry. The first time was in an "Update" feature that Sarah Schneider and Zack Cannon, who are two of our new writers, wrote, making fun of his - where he was drunk and that video was kind of going all around the Internet. So Friday night, before the show, they came to me and said hey, do you want to play Rick Perry? Now, Alec Baldwin had played him already on the show, so he wasn't really - it was kind of like oh, Alec played him and no one has, we haven't had him on the show yet again. So, so they asked if I would do it and I kind of went like oh, yeah, sure. So I had to figure it out that night, you know...

GROSS: So, so since you had, since you had to get Perry overnight, basically you didn't have much time to prepare. What did you do to prepare? What did you try to pick up on that you've noticed he did?

HADER: He's from...

GROSS: Yeah.

HADER: Well, he's from Texas and I'm from Oklahoma, so that helped.

(LAUGHTER)

HADER: Because I just know people like, he kind of just sounds like, you know, gym teachers I used to have.

(LAUGHTER)

HADER: But, yeah, I don't know. It's just watching him kind of talk and I don't know, you just kind of - I've - I've figured out that I kind of, it's either, I can kind of get someone immediately or I don't. You know, like it immediately happens or it's never going to happen. You know, it's, it's like it, it rarely like - well, sometimes it improves. I did the guy from, I did Daniel Day-Lewis' character from "There Will Be Blood," and it got better as the week went along. But, yeah, I don't, I don't know, it's hard to describe. I remember asking Darrell Hammond that once. I go how do you prepare and do your impressions? And he just kind of was like, I don't know.

(LAUGHTER)

HADER: You just, I don't know, you just can do it. And, and I was like that's a good lesson, like don't over think this. Just like, just go do it.

(LAUGHTER)

GROSS: What did you do for your "Saturday Night Live" audition?

HADER: I played Vinny Vedecci, the, the Italian talk show host doing impressions. So I did Vinny Vedecci doing Al Pacino, James Mason, Peter Falk - I can't remember. Oh...

GROSS: Gregory Peck?

HADER: Gregory Peck, thank you. And you know who else? That morning they called me. My audition was at two. My manager called me at nine in the morning and said they want a political impression from you and it can't be George Bush. And I, I was like oh, OK. And I just went on C-SPAN and I just, I saw this thing and it was like a live meeting of parliament and, and Tony Blair was up, went up and spoke and I listened to Tony Blair and then I called my friend who is from the U.K. and I, I was like, who's this? And I did it and he was like "is that supposed to be Tony Blair?" And I was like, let me, I'll call you right back.

(LAUGHTER)

HADER: And I watched it some more. And I call him, I go, all right, now who is this? And he was like "Tony Blair." And I was like yeah. And he's like, all right. And I hung up.

(LAUGHTER)

HADER: And, so yeah, I did, you know, Tony Blair and I had to come up with some bit for him like really fast, like in, in my dressing room before I went out to audition. And I remember getting in the elevator for my audition and there was a guy next to me who had a backpack full of props and wigs and things. And I went oh my god, that guy is so prepared. I have nothing. I have no props. And that was Andy Samberg.

(LAUGHTER)

HADER: And Andy Samberg said he was looking at me going, oh, that guy has no props, he doesn't need props.

(LAUGHTER)

HADER: And that, that was the first time we met, it was in that elevator.

GROSS: Oh, that's great. So you did Vinny Vedecci for your addition. And, you know, he's a character you've done on "Saturday Night Live" and he, he hosted a talk show and, you know, has on celebrities. But you once did him and this is on YouTube, for anybody who wants to see it. You once did him at Garage Comedy, which is a comedy club, I assume. And you were introduced by the MC as the replacement for a comic who had to cancel and she said, the comic we're going to hear is actually our busboy, but he used to be Italy's top comic impressionist back in 1985.

HADER: Right.

GROSS: And then, and then you come on stage and start like speaking in Italian or faux Italian.

(LAUGHTER)

HADER: Yeah, it's Italian gibberish. Yeah.

GROSS: Italian gibberish. Yeah. And, and then, so you start doing your impression. So I'm going to play just like an excerpt of that.

(SOUNDBITE OF YOUTUBE VIDEO)

HADER: (as Vinny Vedecci) Impressioni, impressioni.

(APPLAUSE)

HADER: (as Vinny Vedecci) This is Mr. Gregory Peck in "To Kill The Mockingbird."

(LAUGHTER)

HADER: (as Vinny Vedecci) Very famous racecar driving actor.

(LAUGHTER)

HADER: (as Vinny Vedecci) Scout...

(LAUGHTER)

HADER: (as Vinny Vedecci) (Italian gibberish) Scout, you are not a lady.

(LAUGHTER)

HADER: (as Vinny Vedecci) You're a tomboy. And you know what they call tomboys when they grow up, Scout? Bull dykes.

(LAUGHTER)

HADER: (as Vinny Vedecci) (Italian gibberish)

(APPLAUSE)

HADER: That actually was before I was on "SNL," I think.

GROSS: Oh.

HADER: That was before I was even on "SNL." That was my first, that was me probably working out my audition is that clip.

GROSS: Oh.

HADER: I, when before I got "SNL," I was in a sketch group at the time and what happened was - quick version of a long story, Megan Mullally saw me in a show, recommended me to Lorne Michaels. Lorne Michaels came to LA and said I want to see you in your sketch show, the show that Megan Mullally saw. So we put on a sketch show and in it I did Vinny Vedecci doing impressions, kind of like what you heard. And Lorne - it went great, but Lorne, I think, kind of was, like oh, this, these are all his friends in the audience because the place is going crazy, they all know I'm here. So Lorne said you got to come to New York and do it...

(LAUGHTER)

HADER: ...at UCB theater, an audience where no one knows you. So we came and did the show in New York with the sketch group and we looked out, you know, in the audience and there's Tina Fey and Seth Meyers and Amy Poehler, and I was like oh, my gosh. I was like, plus with a bunch of New York people going who are these guys from LA, because they all knew well, look at all the "SNL" brass is here. Who are all these people? And I did that when you kind of heard, that Vinny Vedecci. And I will always be thankful for this, Amy Poehler laughed really loud and it kind of made the whole audience relax - because they went oh, Amy Poehler finds this funny, we can kind of relax, this is funny. Like, this is great.

GROSS: In the middle of what we heard, there's like a heckler or a plant - I'm not sure which, in the audience - that says, can't you do anybody current, you know? And then so you do Ted Nugent. So was he somebody who you planted there to heckle you or is he a genuine heckler?

HADER: Well, that's a good question. You know what? I don't know. I don't, it could be, it could have been a plant. I don't remember. But it really is, I didn't think about it until someone pointed out. It really just I think Andy Kaufman did a similar thing. I think it really is kind of just ripping off Andy Kaufman.

(LAUGHTER)

HADER: 'Cause I wasn't - I was too shy or - shy is not the word. I was flat-out scared to do real standup, you know, where people go up there and tell jokes and you're yourself. I don't know how people do that. I'll go to see John Mulaney or go see Louis CK or, you know, Hannibal Buress and these guys and you're like, I don't know how you do that, you know?

GROSS: You can't do that? You can't just do straight standup?

HADER: No. I - I, no. I don't know how they - I need, for me...

GROSS: You need a character?

HADER: HADER: I need a character.

(LAUGHTER)

HADER: I need people out there with me.

DAVIES: Bill Hader speaking with Terry Gross.

We'll hear more after a break. This is FRESH AIR.

(SOUNDBITE OF MUSIC)

DAVIES: This is FRESH AIR, and we're listening to Terry's interview with Bill Hader, who is leaving "Saturday Night Live," after eight seasons on the show. Terry spoke with him last August when he was a guest host on the Turner Classic Movie channel. He'll be returning to TCM this summer as well.

GROSS: One of the things that you're doing over this summer is "The Essentials Jr." on TCM - Turner Classic Movies. And Robert Osborne, who is one of the main hosts for the, for the network, does something called "The Essentials," in which he has on a guest host with him, often like, you know, Alec Baldwin or Drew Barrymore, and they talk about, like, a favorite film and introduce it. So you're doing this on your own, introducing films that are good for the whole family. So it's a range of, you know, like westerns like "Rio Bravo" and, you know, the Buster Keaton film "The General" and "The Invisible Man." So what were the movies you watched with your family? Did you watch old movies on TV or did your parents like rent videos and screen movies for you that they thought that you'd love?

HADER: Yeah. We, my family, we were a big movie family - even more so than television or books. Like my grandparents, I grew - my grandparents lived next door to us when we were growing up - my mom's parents - and they were, they were like the reading house.

(LAUGHTER)

HADER: And then like my mom's, mom and dad's house was the movie house. And pretty much every night we would watch a movie, especially during the summer. It was like our way of relaxing and it was all different types of films, everything from whatever was currently - like my dad would come home from the video store and go yeah, whatever. I got "Overboard," you know, Goldie Hawn and Kurt Russell, let's watch this, to my mom going oh, my gosh, on Channel 13 is "To Kill A Mockingbird" or "The Enchanted Forest" or "Gone with the Wind." I remember watching all of "Gone with the Wind" on a Sunday with my parents. And it was a very communal thing. It was something that I still, my favorite kind of thing to do, like, with my wife is to watch a movie and get caught up in it. My wife and I recently watched the film "Take Shelter." I don't know if you saw that.

GROSS: Mm-hmm. Sure did.

HADER: It was fantastic. And that movie was - just getting caught up in it. And, one, a very clear memory I have is, is watching "The Hunchback of Notre Dame" with Charles Laughton."

GROSS: I love that film.

HADER: Watching that movie and the scene where he swings down and saves...

GROSS: Esmeralda.

HADER: Where he swings down and grabs her and I just remember the way it's shot, you see him way in the background, and then he kind of comes right into frame and picks her up. And it's just - it's an amazing shot, and the music kicks in, and I just remember when that happened, my mom going like - like gasping, you know, behind me and looking - and just her watching, going, oh, I just love this. I love that moment. You know?

GROSS: And then he climbs with her to the top of the Notre Dame cathedral and holds her out to the like thousands of peasants who are like storming the cathedral below. And he holds her up and he says: Sanctuary. Sanctuary.

HADER: Yeah. That moment is one of my favorite moments because it's a great film moment, but I just think of my mom when I - my mom getting like choked...

... Yeah. That moment is one of my favorite moments because it's a great film moment, but I just think of my mom when I - my mom getting like choked up. Like you describing it is very much how my mom talks about it. She goes, oh, I just, you know, and he does it and you're just like, oh, it's so amazing.

You know. So that feeling - you just want - you just become kind of like a junkie for it. And you just go, I just want to watch, I just want that feeling over and over again.

(LAUGHTER)

GROSS: When I was growing up in New York, "Million Dollar Movie," which was on channel nine in New York, used to show the same movie over and over all week. And the next week it would be a different movie shown over and over and over. And one of the movies that they frequently showed for a whole week was "The Hunchback of Notre Dame." And so the first time I saw it, I thought it was, like, about a quarterback.

(LAUGHTER)

GROSS: I was expecting it to be like a football movie.

HADER: Yeah, the hunchback...

GROSS: I was like too young to know the difference.

HADER: Just let me play.

(LAUGHTER)

GROSS: I want to be in this game.

HADER: He's the hunchback. We'll never let him play. We're Notre Dame. We're a big university. We're the Fighting Irish. We can't have a hunchback. It's like, just let him play, everybody. Sorry. Go ahead.

GROSS: So I was just - so I realized, OK, so it's not like about the quarterback of Notre Dame. It's like the hunchback of Notre Dame, but you know, but I'll watch it.

HADER: I'll play hunchback.

GROSS: Yeah, I'll watch.

(LAUGHTER)

GROSS: And then suddenly it's like they're crowning the king of fools and there's all these, like, you know, people trying to look like clowns, and suddenly you see the hunchback's face and he's so deformed and it was - I wasn't prepared for it. I was so frightened.

HADER: Yeah.

GROSS: And I made my family, like, turn off the television and put on "Texas Rangers," "Tales of Texas Rangers" instead. And then I used to, like, sneak a peek at it because it was so scary but thrilling. And then I'd watch the - and then just like - I realized what a beautiful, beautiful film it is.

HADER: Oh, yeah.

GROSS: Were you afraid the first time you saw it? Did it...

HADER: You know what? My parents were such movie nerds that they kind of told me everything. OK, it's got Charles Laughton and, you know, the first one, you know, had Lon Chaney, and you know, he did all these things with his face, but Charles Laughton - and I remember my mom saying Charles Laughton is the greatest actor who will ever live.

And that's how I was introduced to the movie. So that you're seeing - acting doesn't get better than this.

GROSS: Well, I want to thank you so much for joining with us. It's really been fun. Thanks for being with us.

HADER: It was a huge pleasure. No. Are you kidding? This is huge.

GROSS: Oh, it was so much fun. Thanks again.

HADER: Thank you. Thank you so much.

DAVIES: Bill Hader speaking with Terry Gross, recorded last August. Hader will make his last regular appearance on "Saturday Night Live" this weekend.

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