"I probably dealt with a lot of people like that — inflated egos — through sports and also entertainment," says Sudeikis. "And then again, there might be part of me that's not too dissimilar from that, the worst parts of myself."
Sudeikis says this "SNL" season, which concluded this past weekend, has been one of creeping nostalgia, as he, Wiig, Hader, Samberg realize their time together is waning.
"We all sort of realize that you're not going to do this forever," says Sudeikis, who expects to return next season.
But they all have other projects now, too. For Sudeikis, most notably, there's "A Good Old-Fashioned Orgy," an R-rated comedy in which a group of friends decide to have an orgy. It's a generational kind of film with characters in their late '20s and early '30s — stuck between the free-love '60s and the sexting '00s — insisting on their own chance for sexual inhibition.
Writer-directors Alex Gregory and Peter Huyck first met Sudeikis at an "SNL" after-party, where he and Huyck sang a karaoke duet of "Living on a Prayer."
"I have never seen a dude bring more charisma than that guy brought in that moment," says Huyck. "He was one of those guys that you could just see instantly and go, 'He's got that thing.'"
Says Gregory: "We've had those conversations: Is he a young Bill Murray? Is he a young Chevy Chase? What is he? I always think more than anything, he's a young Tom Hanks."
The pair convinced Sudeikis to make "Orgy" — a risky proposition for a first leading role — partly by comparing it to Hanks doing 1984's "Bachelor Party" early in his career.
Handsome and confident, Sudeikis has shown leading man appeal, including in a memorable guest arc on "30 Rock." (He was previously married to "30 Rock" writer Kay Cannon, and last year dated "Mad Men" actress January Jones, which attracted tabloid coverage.)
One of Sudeikis' most popular characters is speechless: A tireless — and surprisingly skilled — dancer, clad in an Adidas jumpsuit that adorns the background of the "What Up with That?" sketch. Since dancing is often the province of award show hosting, there's a chance Sudeikis may trot the character out at the MTV Movie Awards.
"Very possibly," he says. "You got to dance with the one that brung you. No pun intended."