In the sketch "Elf Motivation", Alec Baldwin plays a spoof of his character in Glengarry Glen Ross (1992). He was supposed to say "Always Be Cobbling" but accidentally says his famous line "Always Be Closing" much to the audience's delight.
Actor Jeremy Connors' obsession with hot dogs while on the east coast inspired Alec Baldwin's character for the sketch "Jeremy Connors, The Man Who Married a Hot Dog".