After a decade on the show, Kate McKinnon said good-bye to Saturday Night Live in the best possible way last night: by reprising her alien-abduction character, Ms. Rafferty, one last time. The sketch, which aired as the episode’s cold open, started off exactly like its predecessors, with Ms. Rafferty telling the story of her very invasive experience with some aliens, complete with many mentions of her “coot coot and prune chute,” alongside fellow abductees played by Cecily Strong and the episode’s host, Natasha Lyonne. But the sketch diverges from its usual pattern toward the end, when the NSA agents (played by Mikey Day and Aidy Bryant) inform the abductees that the aliens would like one of the women to leave Earth with them permanently. Ms. Rafferty volunteers right away, noting, “Sure, why not? I always kind of felt like an alien on this planet anyway.” McKinnon/Rafferty (but mostly McKinnon) then turns to face the camera as she boards the spaceship and says through tears, “Earth, I love ya! Thanks for letting me stay a while,” before delivering the evening’s “Live from New York, it’s Saturday Night.” Watch the full sketch above.