Kate McKinnon said farewell to Saturday Night Live during its season finale on Saturday. One of her classic characters was Ms. Rafferty, a chain smoker who gets kidnapped by aliens.

The other abductees, played by Cecily Strong and hostNatasha Lyonne, had a beautiful spiritual awakening.

The sketch that served as the cold open for the show was a perfect vehicle for McKinnon. The other cast members played straight. It is not worth trying to explain in quotes.

A new, touching ending was delivered by the end of the sketch. Ms. Rafferty was offered the chance to leave permanently with the aliens, an obvious reference to McKinnon leaving the show.

As she entered a fake spaceship, she cried back at the audience.

She said that she loved Earth and that she was still in character as Ms. Rafferty. It is Saturday Night from New York.