The longest-running gag in new Netflix documentary Will & Harper also has the best payoff — so much so, it may win the film and guest star Kristen Wiig an Oscar.

In the movie, which follows longtime friends and Saturday Night Live alums Will Ferrell and Harper Steele on a 16-day road trip of discovery after the latter comes out as a trans woman, Ferrell and Steele decide they need a theme song for their journey. After cycling through the famous faces they know who might be up to such a task, they settle on Wiig and give her a call.

Ferrell and Steele throw many instructions at Wiig, who gamely plays along, from make it both "up-tempo" and "jazzy" with a little "twang, like some country" to something that's still "fun, but it's gotta make you cry." Wiig agrees, and everyone goes their separate ways. As the film and the road trip go on, Ferrell and Steele call their friend to check in on her progress a few times, only to ever be met with her voicemail.

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The doc lets the viewer think it was just a silly stunt, but after the credits briefly roll, a voicemail from Wiig plays, revealing that she did in fact finish the song — dubbed "Harper and Will Go West" and co-written with musician Sean Douglas — which then plays over the remaining credits.

Much like the audience, Steele tells Entertainment Weekly that she thought for sure Wiig ghosted them. "Yes, that's a real conversation [between us and Wiig in the film], and also the director [Josh Greenbaum] would not let us in on any of Kristen's process, so we really did — I really just thought, yeah, she blew us off," the comedy writer says.

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"But that is the genius of Kristen Wiig," Ferrell says. "We literally, obviously in a joking way, threw all that stuff at her, never heard anything until Josh said, 'Guess what? She finally wrote the song. She finally recorded the song.' And you see what's in the movie. And it's insane. It almost made us cry again between how actually good the song is, and how did she pull this rabbit out of a hat?"

Like the film itself, the song is both funny and poignant and, yes, hits all of the notes given to her by her fussy friends. To wit, the opening lyrics are as follows: "Harper and Will go west / just a couple of old friends / and a couple brand new breasts / they're off to see America not sure what they'll find / open to the open road / only to be reminded that a friend is a friend is a friend... til the end."

The song, also like Will & Harper, is a pure delight, and when it's suggested to the duo that both the film and Wiig's tune could be submitted for Oscars consideration — in Best Documentary and Best Original Song, respectively — Steele quips: "Don't tell Kristen that, it'll go right to her head."

But never to worry — Ferrell confirms to EW that plans for such a thing are already underway. He says with a wink: "No, I think there is a concerted effort to try to push that."

Will & Harper is now streaming on Netflix.