In his 2019 autobiography, "Baby Don't Hurt Me", Chris Kattan recounts that it was Fred Wolf's suggestion to do another version of the "Roxbury Guys" sketch which Kattan and Will Ferrell had originally developed during their time at the Groundlings and first performed on Phil Hartman/Gin Blossoms (1996). It was Wolf's idea to incorporate host Jim Carrey as a third head bopping club-goer. Kattan found the song "What Is Love" by Haddaway to replace the one they had originally used, "More and More by Captain Hollywood Project. Together with writer Steve Koren, Chris and Will elaborated on the structure of the sketch to include various locations that were linked with pre-taped segments of the three men driving a car from club to club. These segments were filmed on Friday at 2 PM two floors down in Studio 6H, on the set of Late Night with Conan O'Brien (1993). Jim Carrey came up with the blowing dust off the CD bit as well as the 'souvenir' dentures on the spot.
To mark the occasion of this season finale, the after party was held on the (non-frozen) ice rink at Rockefeller Plaza.