New York's hottest club is Studio 8G at 30 Rockefeller Plaza. It has everything: Seth Meyers, Bill Hader, a full studio audience, and enough emotions to a make a viewer tear up. 

Hader, 36, stopped by Late Night with Seth Meyers on Monday, Sept. 15, and spoke about his beloved NYC nightlife-loving Saturday Night Live character Stefon.

After explaining the sketch origins of the well-coiffed city correspondent Stefon and his "insane" expertise, Hader touched on becoming the character and working with Meyers, 40.

"The thing that always made me laugh about Stefon, and people always ask me why I put my hands in front of my face like that… a lot of it was… a person being patient with an insane person is my favorite thing in the world," Hader explained to Meyers. "Anybody would be like, 'Dude, get outta here. You're not doing your job right. I specifically asked you, get outta here.' But instead, anytime I would say something, and you go, 'Now, Stefon…' I would start laughing because you're just being so patient with this maniac, who has the simplest job in the world. That always made me laugh."

After more than 150 episodes on SNL, waxing philosophical about the absurdities of club life, Hader departed the comedy show in 2013. 

"Your last show, when Stefon [and I] got married, it was that crazy thing," Meyers reflected, referring to the bit where his Weekend Update anchor wed Stefon. "I remember us running back and then having to watch the video. It was just a little bit less emotional than my actual wedding."

Hader agreed, chiming in about his own emotional reaction to leaving Meyers and the show. 

"I remember sitting there, we're watching the video, we're like, holding hands," Hader said. "Jen, our stage manager [is there], and I'm kinda standing there going, 'Oh, okay. This is going alright.' And you kinda squeeze my hand cause you could tell I was like, 'Uh-huh.'"

"Then, Jen our stage manager, who was there at my audition, went, 'Bill, it's been a lot of fun.' And I [started crying]," he continued. "We both fell apart. Thinking about it right now, I'm getting sad. We both fell apart and started crying and we ran out." 

Watch Hader and Meyers discuss Stefon in the video above!