Watch All Four 'Saturday Night Live' Cast Members Final Performances

On May 21, Saturday Night Live saw a major shake-up to its line-up.

During the show's season 47 finale, several stars - including Pete Davidson, Kate McKinnon, Aidy Bryant, and Kyle Mooney - took part in their final sketches on the SNL stage.

As reported by Deadline, "Russian Doll" star Natasha Lyonne made her hosting debut. Japanese Breakfast served as the musical guest. McKinnon served on the show for 11 seasons, and Saturday night marked her 211th episode. McKinnon has appeared in more SNL episodes than any other woman. Bryant has been on for ten seasons, Mooney for nine, and Davidson for eight. Davidson was one of the youngest cast members when he joined the NBC sketch comedy series at the age of 20.

The season 47 finale Cold Open started with "Close Encounter," featuring Kate McKinnon, Cecily Strong, and Aidy Bryant. At the end of the Cold Open, McKinnon's fan-favorite character Coleen Rafferty boarded a spaceship to head away from Earth for good. She closed out the character, saying, "Well, Earth. I love you, thanks for letting me stay awhile ... Live From New York, It’s Saturday Night Live."

"The King of Staten Island," Pete Davidson and Aidy Bryant both made their last appearance on the popular Weekend Update segment.

He ended the segment by paying tribute to the show and SNL creator, Lorne Michaels, who will also serve as executive producer on his new Peacock series, "Bupkis."

"I appreciate Saturday Night Live always having my back," Davidson told the audience. "Thank you, Lorne, for never giving up on me or judging me, even when everyone else was, and for believing in me and allowing me to have a place that I could call home, with memories that will last a lifetime. So thank you, guys."

In another Weekend Update, Bryant said her goodbye while performing with Bowen Yang.

At the end of the sketch, Bryant proclaimed "My best guys kissing me," which led to Yang and co-anchor Michael Che giving her a kiss and a bouquet of flowers.

Mooney delighted Star Wars fans when he reprised his role as Baby Yoda. In a "9 to 5" parody sketch, he and SNL alum Fred Armisen - also the ex of host Natasha Lyonne - jumped out of a window to end the sketch.

In the final sketch of the night, McKinnon and Bryant teamed up to create an ad for Gray Adult Pigtails, which also featured a cameo appearance from Mooney.

Although the four popular sketch members are done with SNL, their exit was not specifically called out during the season's final curtain call. McKinnon was clearly emotional, and Mooney could be seen giving her a hug.

As Deadline previously reported, Lorne Michaels had hinted that this would be a "year of change" for the show, given that many of the leaving cast members had served on the show for almost a full decade.

Pete Davidson joined SNL in 2014 and his career has only gone up since joining the NBC sketch comedy series. He has been missing most of the season due to his other commitments, such as filming the nursing home horror movie "The Home," although some fans suspect that his exit has something to do with his high-profile romance with "Keeping Up With the Kardashians" star Kim Kardashian.

Davidson isn't the only one who has been off filming other projects. McKinnon joined the show in 2012 and was promoted to repertory player in 2013. She won two Emmys for the various characters that she portrayed on the show.

McKinnon was also missing from recent episodes, as she took some time off to play Carole Baskin in the Tiger King scripted series "Joe vs. Carole," which became available to stream on Peacock earlier this year.

Bryant joined the show in 2012 and was promoted during her second season. She also took some time off to star in three seasons of Hulu's "Shrill," which Lorne Michaels also executively produced.

Mooney has been with the show since 2013 and became a repertory player at the start of season 41.