In the past, a cast member didn't play Bannon, instead having the political figure played by a grim reaper character with a skull face mask.
Bill Murray turned up in this weekend's cold open, portraying Trump's former chief strategist in a "Morning Joe" parody. "I'm working on a web series for Crackle", Murray said. Magic. Magic. The king maker!
Kate McKinnon's Mika Brzezinski asked Bannon what he's doing now since leaving the White House. "It's called 'Cucks In Cars Getting Coffee, '" he said.
Outfitted in a "wrinkled barn jacket", some lovingly applied facial splotches, and a truly luxurious wig, Murray popped up near the end of a Morning Joe sketch, sitting next to Michael Wolff (Fred Armisen in an eerily dead-on impression) to refute some of the claims made in Wolff's new book Fire and Fury.
However, it is when he talks about eventually returning to politics that things take a turn for the dark, when Bannon announces some of the people that he has in mind to follow in the footsteps of President Trump.
"Yes, you did", Armisen's Wolff replied.More news: Eagles takeaways: Atlanta's season comes to end on final drive
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"I convinced this country to elect Donald and I can do it again", Murray's Bannon said. Logan Paul. Martin Shkreli. "He's back. He's electable".
But the kicker was a special satellite interview interruption by Leslie Jones as Oprah.
It all started not long after Donald Trump locked up the Republican nomination following his upset win over 16 other candidates in the GOP primary.
Then Murray, Armisen and the rest of the cast opened the show with its traditional catch phrase, "Live".
Saturday Night Live returned from the holiday break with Sam Rockwell hosting the show.