Watch Jason Sudeikis' funniest 'SNL' skits from this weekend - CNN

Sudeikis says as Mellen he would do segments like "which crypto is popping right now" and "what happens if you smoke a full cigar and run across a football field."

Annie

The actor also portrays a man named "Ricky," who is described as a member of the household staff of Oliver "Daddy" Warbucks from the Broadway musical "Annie."

In "I Think I'm Gonna Like it Here," where Annie is introduced to the staff, Ricky tries to give Annie candy from his pocket, calls her Amy, and says inappropriate things.

Warbucks, and that reason is it's illegal."

Science Room

Sudeikis also portrays a science teacher on PBS struggling to teach young kids about the solar system.

The Devil

Sudeikis reprised his portrayal as The Devil on Weekend Update, joking he's been busy the last few years working on many side projects like "Instagram for kids" and the climate crisis.

"I don't know if you've noticed, but I've been making things up here feel more like where I'm from," said The Devil.