Maya Rudolph and Amy Poehler Share Their Favorite 'SNL' Moment: 'Laughing So Hard Our Wigs Came Off'

Longtime friends Amy Poehler and Maya Rudolph recall how they met — and bonded — on Saturday Night Live

In over 21 years of friendship, Amy Poehler and Maya Rudolph have gotten to know each other exceedingly well — including the little things they have in common.

"Maya and I agree on a lot of things but one of the things we agree on most is if we get a cupcake, we take that frosting right off," Poehler, 51, who is co-hosting the second season of Peacock's reality baking series Baking It alongside Rudolph, tells PEOPLE in this week's issue.

Rudolph, 50, adds: "Yes! I'm not a frosting person. And if I have an Oreo, I just eat the cookie. I take out that stuff in the middle."

Dessert preferences aside, the longtime friends are having fun with Baking It, in which talented teams of home bakers gather in a winter cabin and compete in a series of themed challenges for the chance at a $50,000 prize.

BAKING IT -- "TBD" Episode 201 -- Pictured: (l-r) Maya Rudolph, Amy Poehler -- (Photo by: Jordin Althaus/PEACOCK)
Jordin Althaus/PEACOCK

"It's double the violence this season," says Poehler. "I mean, it's the same warmhearted show but we do blow things up and that's not a joke!"

"We thought it would be fun to be our true selves — funny and goofy and warm," notes Rudolph. "And the idea that two moms would have an explosive baking show really made us laugh!"

BAKING IT -- "TBD" Episode 201 -- Pictured: (l-r) Matt Bardoner, Allen Speigner, Maya Rudolph, Amy Poehler (Photo by: Jordin Althaus/PEACOCK)
Amy Poehler and Maya Rudolph on Baking It. Jordin Althaus/PEACOCK

The pair have been laughing together since 2001, when Poehler joined the cast of Saturday Night Live the year after Rudolph.

"Amy came in and it was like that scene in Grease when the Pink Ladies get to school," recalls Rudolph. "She was a beloved comic and all the writers were like, 'Amy tell us everything!'"

Says Poehler: "We had the same impression about each other because I was like, 'Maya is an SNL natural. Everything you need to do on this show, Maya can do it better than everyone.' I still agree with that opinion!"

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BEVERLY HILLS, CA - FEBRUARY 24: Amy Poehler (L) and Maya Rudolph attend the 2019 Vanity Fair Oscar Party hosted by Radhika Jones at Wallis Annenberg Center for the Performing Arts on February 24, 2019 in Beverly Hills, California. (Photo by Mike Coppola/VF19/Getty Images for VF)
Amy Poehler and Maya Rudolph. Mike Coppola/VF19/Getty

And the pair also agree on a favorite sketch, back in 2004.

"One of my favorite things Amy and I ever did was called the Trainwreck Awards," says Rudolph, who played Diana Ross in the skit. "[Amy] was Anna Nicole Smith. It was about these awards shows that go terribly wrong."

SATURDAY NIGHT LIVE -- Episode 6 -- Aired 11/20/2004 -- Pictured: (l-r) Amy Poehler as Anna Nicole Smith, Maya Rudolph as Diana Ross during "The American Trainwreck Awards" skit (Photo by Mary Ellen Matthews/NBCU Photo Bank/NBCUniversal via Getty Images via Getty Images)
Amy Poehler and Maya Rudolph on SNL. Mary Ellen Matthews/NBCU Photo Bank/Getty

"You can tell we were laughing so hard because our wigs came off and people were nose breathing into their mics," she continues. "That was the beginning of us recognizing that you can have a blast doing the show have laugh while you're doing it!"

For more on Amy Poehler and Maya Rudolph, pick up the latest issue of PEOPLE, on newsstands Friday, or subscribe here.

Season 2 of Baking It is now streaming on Peacock, with new episodes dropping every Monday.

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