The "Saturday Night Live" star also dished on performing with Donald Trump.
Trump is accused of having an affair with former porn star Stormy Daniels in 2006.
You have a few options this week, including a new Gillian Jacobs movie.
Colin Jost is happy a "nut job" wasn't something that happened to Trump in Russia.
She'll join castmate Bobby Moynihan in departing the show.
"Is it a great bit, though?"
Thursday 8/25 - Alternatives: A Comedy Show hosted by Murderfist at The Gutter, with performances by Jo Firestone, Reformed
Hosted by Emily Winter, Larry Mancini, and John Payne. Performances by Jo Firestone, Liz Magee, Kerry Coddett, Dan Wilbur
Now close your eyes and tell yourself that's not Rachel.
Watch your favorite stars kick back, open up and occasionally go off the rails.