NEW YORK ( CNN ) -- Republican vice presidential candidate Sarah Palin appeared on NBC 's `` Saturday Night Live , '' along with Palin lookalike Tina Fey . The show 's opening sketch featured a mock press conference with Fey reprising her role as the Alaska governor . The piece then cut to a shot of Palin watching Fey 's performance on a television monitor with Lorne Michaels , the show 's executive producer . `` I just did n't think it was a realistic depiction of the way my press conferences would have gone , '' she said . `` Why could n't we have done the '30 Rock ' sketch that I wrote ? '' she asked , referring to the NBC comedy which stars Fey . `` Honestly , not enough people know that show , '' Michaels responds . The opening sketch also featured a surprise visit by Alec Baldwin , Fey 's `` 30 Rock '' co-star , who mistook Palin for Fey , and tried to convince Michaels not to let Fey appear on the show with the governor . He snapped his fingers , trying to remember the nickname some had given Palin . `` Caribou Barbie , '' Palin reminded him . Baldwin , still oblivious that he was talking to the governor , continued : `` You want her , our Tina , to go out there and stand there with that horrible woman , '' he asked . `` What do you have to say for yourself ? '' Michaels points out he was standing next to the real Palin . `` Forgive me , I must say this , '' Baldwin backtracked . `` You are way hotter in person . I mean seriously . I mean , I ca n't believe they let her play you . '' Palin laughed and responded that Baldwin 's brother , Stephen , was her favorite . Stephen Baldwin , also an actor , is a Christian conservative with his own ministry . Palin then took the podium and told the reporters she was not going to take any of their questions . She then uttered the signature line that opens the show every weekend : `` Live from New York , it 's Saturday Night . '' Later in the show , Palin appeared on SNL 's `` Weekend Update '' with cast members Amy Poehler and Seth Meyers . `` I 've been thinking it over and I 'm not going to do the piece we rehearsed , '' Palin told Meyers . `` My gut is telling me it might be a bad idea for the campaign . '' Poehler said she would do the part and launched into a rap about being Sarah Palin . Among her backup dancers was cast member Jason Sukeikis who impersonated Palin 's husband , Todd . Palin grooved along to the music , even raising her hands when Poehler sang `` All the mavericks in the house , put your hands up ! All the plumbers in the house , put your pants up ! '' The plumber reference was meant to invoke the now-famous Joe `` the Plumber '' Wurzelbacher , who Republican presidential nominee Sen. John McCain has held up as a small business owner who will see his taxes rise if his Democratic rival , Sen. Barack Obama , wins the election . In both skits , Palin delivered her lines with a straight face but mostly played the comic foil to the show 's cast of mischief-makers . On Thursday , multiple sources told CNN that Palin planned to appear on the hit show . `` Saturday Night Live '' has featured three opening skits in which former cast member and Palin lookalike Tina Fey portrays the Alaska governor . Fey first appeared as Palin for the show 's season premiere last month in a sketch with SNL cast member Amy Poehler , who played Sen. Hillary Clinton . Fey reprised her role as Palin two weeks later , again alongside Poehler , who played CBS 's Katie Couric in a parody of Palin 's interview with the CBS anchor earlier that week . Earlier this week , Palin told reporters that she 'd love to appear on the show with Fey , The Associated Press reported . `` I love her , she 's a hoot and she 's so talented , '' Palin said , according to the AP . `` It would be fun to meet her , imitate her and keep on giving her new material . '' CNN 's Peter Hamby and Ed Hornick contributed to this report .
Sarah Palin appears on `` Saturday Night Live '' with former cast member Tina Fey . Sketch also featured `` 30 Rock '' actor Alec Baldwin . Fey has played Palin several times on the show .