Watch Bill Murray Drop By 'SNL,' Host Sam Rockwell Drop An F-Bomb

Major league pitchers and catchers don't report for spring training until Feb. 14, so comedy legend Bill Murray has a month until he returns to his second job as the Chicago Cubs' No. 1 fan. That means he has some free time on his hands, and he used it to make an unexpected visit to his old stomping grounds, "Saturday Night Live."

The sketch show's first episode of 2018 began the new year with a cold open parodying MSNBC's "Morning Joe" talk show. Murray played a black-hooded Steve Bannon — looking not only like death but death warmed over, quipped Kate McKinnon as "Morning Joe" co-host Mika Brzezinski — and he was joined in the sketch by another "SNL" alum, Fred Armisen, who portrayed "Fire and Fury" author Michael Wolff.

As the former strategist for President Donald Trump, Murray touted his "Bannon Dynasty" — he's rolling out a line of wrinkled bar jackets called Frumpers For Guys — as well as his skill as a political kingmaker — "King of kingmakers! Ozymandias!" He assured viewers that his recent firing as head of Breitbart News over inflammatory comments about the Trump administration attributed to him in Wolff's book didn't mean the magic was gone from the self-proclaimed "Bannon Cannon":

"I convinced this country to elect Donald, and I can do it again. I'm already auditioning candidates, got some prospects: [YouTube vlogger] Logan Paul, ["pharma bro"] Martin Shkreli, the Subway guy, Jared Fogel. … It's time for America to slide down the Bannon-ster."

Besides Murray, the sketch had another Chicago touch: Oprah Winfrey (played by Leslie Jones). She discussed a potential run for president, saying, "There’s only one job more powerful in the world than being president. Being Opraaaah!" (Jones' Oprah would make another appearance during the show's "Weekend Update" segment.)

Murray's guest appearance Saturday, Jan. 13, wasn't the only surprise for late-night viewers. Host Sam Rockwell, who recently won the Golden Globe for best supporting actor for "Three Billboards Outside Ebbing, Missouri," uttered a profanity during a parody of a fictional PBS series, "The Science Room with Mr. Science."

In the sketch, Rockwell plays a kids' show host who becomes angrily frustrated with his young, not-so-bright helpers (played by Cecily Strong, who grew up in Oak Park and performed at Second City, and Mikey Day). He finally erupts, yelling, "You can't be this f---ing stupid!"

Rockwell clearly notices his slip of the tongue, covering his mouth after unleashing the errant f-bomb, then apologizing (although it's unclear if his "I'm sorry" was an ad lib or a scripted line in the original sketch). The unbleeped profanity made it to air in the Eastern and Central time zones, but it was censored for the West Coast broadcast and on the show's YouTube channel.

The gaffe also illustrated the importance of timing in comedy. Rockwell's flub came early in the show, and it stole the thunder from a "Weekend Update" joke that intentionally used uncensored profanity in reference to Trump's "s---hole countries" remark during a White House meeting Thursday.

WATCH: "Saturday Night Live" host Sam Rockwell accidentally utters a profanity during this sketch in the Jan. 13 episode:

Bill Murray makes a guest appearance as Steve Bannon during the Jan. 13 episode of "Saturday Night Live." (Image via YouTube screen shot | NBC)