And Hart never got to be a "Saturday Night Live" regular. Some fans might ask why "Saturday Night Live" is such a big deal. O'Brien wondered how a man who reached such great heights in comedy could have been shown the door during a "Saturday Night Live" audition. Well, Hart did an impression, which can always end up going a bit sideways if you're not dialed in enough. I did an impression of a person that nobody knew ... [Lorne Michaels] didn't say he didn't know who that was, but I could tell he definitely didn't know."