In the cold open sketch that started as an episode of "Anderson Cooper 360" (with Alex Moffat as Anderson Cooper), Baldwin appeared as Trump alongside Beck Bennett as Mike Pence and Cecily Strong as Dianne Feinstein with a pop-in from Kate McKinnon as Jeff Sessions in a bipartisan meeting where they discussed gun control after the tragic school shooting in Parkland, Florida.
"We have to take a hard look at mental health", Baldwin said, echoing Trump's actual assertions that most school shooters are mentally ill, before digressing into Trump-style bragging: "Which I have so much of, I have one of the healthiest mentals".
In response to Baldwin noting that playing the president is agony, Trump tweeted: "Alec Baldwin, whose dying mediocre career was saved by his bad impersonation of me on SNL, now says playing me was agony".
"No one loves the Second Amendment and due process more than me", Baldwin's Trump said. But maybe we just take everyone's guns away.
He also joked that the US should consider taking guns away from everyone, "even whites", and said Feinstein hadn't been as excited at the prospect of anything since "women were allowed to get jobs".
"I can only run into so many schools".
Touching on another major news story, Baldwin said, "I brought back the steel industry by destroying the auto industry and tanking the stock market", referring to the worldwide alarm after Trump promised steel and aluminum tariffs. "They've got flying cars, people, in Wakanda".
Baldwin's SNL appearance came after Trump ripped the actor's impersonation on Twitter. "Alec, it was agony for those who were forced to watch", Trump tweeted on Friday, at first mis-spelling Baldwin's name as "Alex" before fixing it.
Baldwin's Trump also addressed the departures of key staff, like Hope Hicks, which twisted Trump's tongue into a lecherous knot: "She's like a daughter to me". At one point, he bemoans the United States' weakened position on the world stage, complaining that "Wakanda is laughing at us".
He then wrapped up the sketch alongside Kate McKinnon's Jeff Sessions to say the show's signature phrase, "Live from NY".