Mulaney was a writer at 'Saturday Night Live' for five years and recently returned to host for the first time. "I was absolutely terrified," he says. "To be performing something you've written and trying to listen to the jokes while making sure you're on your mark and looking into the right camera and then being pulled around to do costume fittings — it was scary." He talks about his 'SNL' audition, writing monologues for famous hosts, and drawing on his Catholic upbringing for stand-up material.