By now, Kristen Wiig and Jon Hamm are old friends.

The Saturday Night Live alum and the former star of Mad Men have teamed up on the sketch show and elsewhere over the years, and they took a look back at one of their off-screen adventures together in a Variety story published Tuesday.

Wiig, who interviewed Hamm for the story, brought up Hamm's first time hosting the show, on Oct. 25, 2008, when she was a cast member.

"Do you remember?" Hamm asked. "On Monday, when you come in as the host, there was a big meeting in Lorne's office. And all the writers are there, and the cast is there, and everybody jams into the small office, and everybody was in Mad Men drag. Which was very strange."

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Mad Men, AMC's Emmy darling that starred Hamm as a 1960s advertising executive, was influential when it came to fashion, and the SNL cast obviously didn't want to miss out."We never do that," said Wiig, who was a cast member on the Lorne Michaels sketch show from 2005 to 2012. "I don't think we've ever done it since."

Hamm recalled, "Bill Hader was in drag. Paula Pell had a cigarette taped to her finger because she didn't know how to smoke. Colin Jost is two years out of Harvard and looks like a total Staten Island dirtbag."

Comedian John Mulaney, who wrote for SNL from 2008 to 2012, has referred to that same backstage prank on social media. "Wait! But on the Monday when Jon Hamm first hosted in October 2008 all of us went to the pitch meeting dressed as Mad Men characters," he wrote. "Then 'as part of the joke' everyone started day drinking. Jon Hamm, new to the show, walked in to be greeted by drunk Comic-Con. It was the best."

In the Variety story, Wiig noted that people from Mad Men and Saturday Night Live, as well as another favorite of that time, The Office, "kind of all ran with each other."

"Everybody gelled at the same time," Hamm commented. "It was such a moment in time of distilled fun."

Hamm has since hosted the show two more times and made cameos many more. In April, he was back in Studio 8H as Wiig received her five-timers jacket for reaching that milestone as host.