Kate McKinnon, left, portrays Hillary Clinton, and Hillary Clinton, right, portrays Val, a bartender, during a sketch on “Saturday Night Live” in New York on Saturday. Most politicians play themselves in “SNL” cameos.in a sketch or to declare the show’s famous tag line, “Live from New York, it’s Saturday night!” Seldom do they play a character in a sketch, as did Clinton. (Dana Edelson/NBC via AP)