Kate McKinnon plays alien abductee Colleen Rafferty during the cold...

Kate McKinnon plays alien abductee Colleen Rafferty during the cold open of the season 47 finale of "Saturday Night Live." Credit: NBC via AP / Will Heath

Kate McKinnon and Pete Davidson departed "Saturday Night Live," leaving the sketch institution without arguably its two most famous names after Saturday's season 47 finale.

Aidy Bryant and Kyle Mooney also left the cast after the episode hosted by Natasha Lyonne.

The departures represented one of the biggest cast shake-ups in years on a show that has seen unusual steadiness in recent seasons.

McKinnon, 38, won two Emmy Awards and was nominated for nine in her 10 seasons on the show, during which her impressions included Hillary Clinton and Rudy Giuliani. Her comic chops with such characters as alien abductee Miss Rafferty frequently drove cast mates and guest hosts to break character, losing their composure live on air.

McKinnon opened the show with an out-of-this-world skit, and said her final goodbyes on "Earth."

"I love ya, thanks for letting me stay awhile. Live from New York, it's Saturday night," she said, looking visibly emotional, during the final moments of the show's cold open.

Staten Island's Davidson, 28, joined the cast in 2014 and appeared in eight seasons. His own outsize personality often outshone the characters he played. His comic commentaries as himself on "Weekend Update" were often his most viral bits. And he was as well-known for his life off-screen — dating Ariana Grande and current girlfriend Kim Kardashian — as on.

Pete Davidson, left, and Colin Jost appear on the "Weekend...

Pete Davidson, left, and Colin Jost appear on the "Weekend Update" segment on the season 47 finale of "Saturday Night Live." Credit: NBC via AP / Will Heath

"I never imagined this would be my life," Davidson said during the show. "I appreciate SNL for always having my back, for allowing me to work on myself and grow. Thank you to Lorne [Michaels, "SNL" creator and showrunner] for never giving up on me or judging me even when everyone else was, for believing in me and allowing me to have a place I could call home with the memories that will last a lifetime. Thank you."

Bryant, 35, joined the cast at the same time as McKinnon and has been a constant in sketches ever since, getting four Emmy nominations of her own.

Mooney, 37, appeared in nine seasons starting in 2013.

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