A. Whitney Brown does not appear in this episode, and yet is credited as a featured player.
Church Lady: You are married to... I'm sorry, what is her name?
Sean Penn: Madonna.
Church Lady: Madonna! Oh, Madonna. So she's named after the mother of our Lord...but she doesn't quite live up to the same standards, does she?
Don Pardo: (after Sean Penn steps onto the stage for the monologue) Attention, please- during tonight's performance, the taking of photographs is strictly prohibited.
This marks the only time in SNL history where one brother was host and the other was musical guest.