'SNL': Kate McKinnon Gets Abducted by Aliens During Hilarious, Emotional Send-Off in Final 'Cold Ope

After it was announced that Kate McKinnon is one of several longtime cast members leaving Saturday Night Live, fans were anticipating some truly memorable sign-offs -- and they got it right off the bat with a special "Cold Open" sketch.

In the final episode of the season, McKinnon appeared as her recurring character Colleen Rafferty, a woman who has been frequently abducted by aliens and then interrogated by government agents.

Joined by Cecily Strong and host Natasha Lyonne as fellow abductees, the trio answer questions from two agents -- played by the departing Aidy Bryant and longtime castmember Mikey Day. And, as fans have come to expect from Colleen Rafferty's tales of alien encounters, things got really dirty really fast.

The "Close Encounters" series of sketches was made famous back in Season 41, when the sketch featured host Ryan Gosling, and McKinnon's flawless performance as Rafferty made him break down into fits of laughter throughout nearly the entire sketch.

This time around, Colleen's tale was particularly vulgar, but ended on a sweet note when the agents informed the interviewees that the aliens are looking to take one of them permanently in exchange for some advanced technology.

"Well, I can read the room. It's me, right?" Colleen asks. "Sure. Why not? I always kind of felt like an alien on this planet anyway."

In a moment that borrowed heavily from Close Encounters of the Third Kind, a giant spaceship door opens, and Colleen boards, but not before turning around to bid farewell -- in an emotional moment that also allowed McKinnon to say goodbye as well.

"Well, Earth, I love you. Thanks for letting me stay a while," McKinnon said, fighting back tears, before delivering the show's iconic intro line one final time: "Live from New York, it's Saturday Night!"

It was announced on Friday that McKinnon, Bryan and Kyle Mooney would all be leaving following this weekend's season 47 finale. On Saturday afternoon, Pete Davidson confirmed that he too will be departing.

When ET’s Will Marfuggi spoke to Bryant in March, she had yet to decide if she'd return to the series for another season.

"It's definitely where I've grown up," Bryant told ET of SNL. "I truly am taking it one minute at a time. I’m just kind of going to see where I feel at the end of the season. And right now we’re still in the middle of it, so I guess I’ll cross that bridge when I get there."

Check out the video below for more on this season of SNL.

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