In May 2000, Rudolph joined the cast of Saturday Night Live as a featured player for the final three episodes of the 1999–2000 season, after a stint as a member of The Groundlings improv troupe, where she met future Saturday Night Live cast member Will Forte. Rudolph's musical talents were frequently employed on Saturday Night Live. She sang as Beyoncé Knowles in the Prince Show sketches, as the "Space Creature" in the Gays in Space sketches, except for the one on the season 31 episode hosted by Peter Sarsgaard, because it aired around the time Rudolph was on maternity leave. Forte substituted for her during that episode. Her ability to change her looks and her command of many accents also led to her playing an unusually wide range of ethnicities on the show, often with only a change of wigs. As "Nuni Shoener", Rudolph, along with Fred Armisen, created a couple from an unspecified Scandinavian country, who have unplaceable accents and bewilderingly foreign manners. Rudolph was also able to play male characters such as Scott Joplin, Justin Guarini, and Mario Vazquez.