This week's edition was the penultimate episode in SNL's 42nd season. She said the Republicans in Congress "needed to grow a pair and put their country before the party".
McCarthy's Spicer reiterated, "There is no Russian thing".
But here's the troubling news.
Spicer is seen rolling through New York in search for Trump to the sound of Simon and Garfunkel's The Only Living Boy In New York.
Two sketches on Saturday mixed political zingers with risque remarks, questions about Trump's mental stability and a moment that might make its two subjects uncomfortable.
"It this like 'The Godfather, ' where you kiss me and no one ever sees me again?" Spicer's outside of the briefing room doing recon from the bushes - a real thing for which he will be forever known - until he busts back in and takes over the session. This led to multiple combative exchanges, and Spicer ended up throwing one of the press room's columns at reporters when he was asked if he was surprised that he kept his his job longer than Comey did.
Could this really be the end for Spicey?! It came one day after she rode an electric press briefing podium through the streets of NY dressed as Spicer as part of filming for the skit. "It's impossible for a person, or two people, or three people, who are press people, to cover every aspect of what I'm thinking and what I'm doing", said Trump.
Trump asserted that his communications department couldn't keep up with him because he was "moving so quickly".
Baldwin's Trump also appeared in the show's cold open, which mocked the president's interview earlier this week with NBC News host Lester Holt, played by cast member Michael Che. Because McCarthy had to look like herself for the monologue, she couldn't get into character as Spicer until the fourth live segment of the night.
But "SNL" also showed us how comedy can be nuanced enough to still remind us of who Trump truly is.
When asked if Trump would fire him, McCarthy's Spicer said, "He wouldn't do that".
"Only since you started working here", Trump replies.
"Shut up Glenn", were Spicer's words to The Times reporter, followed by some gibberish and a middle school insult: "You stink, Glenn".
Responding to questions about Trump's state of mental health, Spicer retorted: "If he's insane, he's insane like a fox with mental problems". "She doesn't have your special spice", Baldwin's Trump says before demanding that "Spicer" kiss him. "SNL" then reminded us of Trump's vile comments on the Access Hollywood bus when Baldwin told "Spicer", "I'm famous - it's okay". The press secretary whips out a Matryoshka doll set to explain why Comey had to go.
While the skit has some big, jokey laughs, much of the humor comes from jokes about equal rights in the film industry, and how far feminism has (and as not) taken us over the past few decades.