Like a serious chunk of her fellow SNL cast members, Vanessa Bayer was plucked from the farm leagues of Chicago comedy. The Cleveland native cut her teeth at iO, the Annoyance, Second City, and Zanies before joining SNL in 2010, where she's regularly skewered Miley Cyrus and Hillary Clinton. She also plays preternaturally clueless media coach Janessa Slater on the Above Average web series Sound Advice, and will appear alongside Amy Schumer and Bill Hader in Trainwreck this summer. Before her career balloons wholly out of control, we called up Bayer ahead of her slot at The Onion's 26th Annual Comedy Festival this week.
So you're coming back for the Onion's comedy fest. Is that going to be a standup set?
It will be, yes.
When's the last time you muscled one of those out?
I do them fairly frequently. I was just at some colleges about a month ago doing standup.
You're going on a comedy tour with the cast of Trainwreck next month. Will this be a first run of that material?
We'll see. I haven't quite figured out exactly what I'm gonna do for that tour, but I think there will definitely be some overlap.
Is there anything in particular you always try to do when you come back to Chicago?
I try to always see my [friends] from iO, you know, get dinner and do whatever to see them. And then I always try and visit all the comedy theaters that I love there—the Annoyance, Second City, iO, and Zanies. This is a short trip, so I don't know what I'm gonna be able to do. But in general, when I'm in Chicago, I like to go to all of those places.
You just wrapped SNL's 40th season. Do you have plans for 2016? Are you gonna be back?
I hope so! I'm still so tired and recovering. I'd love to give you a good answer [as] to what I'm going to be doing in 2016, but I haven't thought forward that much. I think the show for sure, but beyond that I'm still figuring it out.
Who're you most excited to parody?
Oh, gosh. It's always changing. It's a long way away, so I'll wait and see what's going on then. The cool thing is, because we do shows every week, we really get to be on top of what's going on at that time. Whoever I'd think of now wouldn't be relevant in however many months.
Who's your dream host?
It's a hard question, because there have been so many ones that I really enjoyed. I'm a huge Claire Danes fan, so I would love if I got to perform while she was hosting. We just had Louie C.K. host, and he's so fun and was such a wonderful host. Reese Witherspoon was great. We just get such great people. There's a million.
Who's been the worst?
There's hasn't really been a worst. I think the hosts have a lot to do when they're there and they react to it in a lot of different ways, but I wouldn't say there's really a worst.
Trainwreck comes out in a few months. How'd you like doing a major film?
It was really fun. Judd Apatow let us improvise a lot, and it was such a fun experience. Amy Schumer is so funny, it was such a fun thing to get to work with her. It felt like we were hanging out and playing around and trying to get each other to laugh.
How was LeBron [James, who plays himself in the movie]?
I didn't get to hang with him a ton, but I'm from Cleveland, so I made sure to tell him I was happy he was gonna be coming back to the Cavs. It was… not the first time he had heard that from a Clevelander. He was really great. Very funny.
Do you want to transition into doing more films?
I guess we'll see how it goes. It was such an enjoyable experience, so I would love to do more films. It's just sort of a different thing, and I had a really good time doing it.
I assume there aren't any plans to stop doing Sound Advice?
No, no. We really enjoy doing that, my brother and I, and we want to keep doing it as long as we can.
Who's your next victim?
Well, right now, I don't know if I can really say, but we have a very awesome '90s band—or they were very popular in the '90s—that we're planning on doing [next].
Who's the end-all be-all musician you want on the show?
One that we've been trying to get and that I'd really love to get would be Heart, because I'm such a huge Heart fan. But of course, there's a million. You know, Paul McCartney. The list just goes on.
Go: Vanessa Bayer performs with Adam Burke at Thalia Hall (1807 S. Allport) on Friday, May 29 at 9 p.m. Tickets: $30.