While performing shows with the Second City in 1997 , Fey sent several scripts to NBC 's Saturday Night Live ( SNL ) . She had been asked to send them by SNLs head writer Adam McKay . While performing shows with the Second City in 1997 , Fey submitted several scripts to NBC 's variety show Saturday Night Live ( SNL ) , at the request of its head writer Adam McKay , a former performer at Second City .