Fred Armisen and Bill Hader in a scene from the season-two premiere of Documentary Now!

During their runs on Saturday Night Live, Bill Hader’s and Fred Armisen’s recurring characters and celebrity impressions were all about the finer points: Hader’s silent chagrin as perpetually passed-over What Up With That? guest Lindsey Buckingham or the facial tics of Armisen’s take on Prince. The pair kicks things up to an entirely new level with Documentary Now! The IFC series, which the pair developed along with fellow SNL alum Seth Meyers, offers inspired takes on nonfictional cinema. Armisen and Hader portray different characters each week (sometimes even within the same episode), and a close attention to detail lends a strong resemblance to the films being parodied: The ramshackle house of Grey Gardens, The Thin Blue Lines interrogation rooms, and in season two, the cluttered political offices of The War Room (as seen in the upcoming season-two premiere, “The Bunker”). As discussed at the Television Critics Association Press Tour, season two will also offer a Spalding Gray takeoff, a version of Jiro Dreams Of Sushi, and the previously announced “Test Pattern,” which draws from the Talking Heads concert film Stop Making Sense.

Full disclosure: In December 2015, Armisen contacted the author about her critique of Paul McCartney’s “Wonderful Christmastime.” So, of course, that’s where the conversation opens.

The A.V. Club: You’re wrong about “Wonderful Christmastime.” It’s terrible.

Fred Armisen: It’s not terrible. [To Hader.] She thinks the song “Wonderful Christmastime” is terrible.

Bill Hader: What is that?

AVC: The Paul McCartney Christmas song. We did a bit on worst Christmas songs, and I wrote about it, and Fred sent me an email defending it, saying it was reminiscent of Rockpile.

FA: Yeah, because [McCartney] never, at the time, was going back to leaning back on the roots of his old band. He always built upon where he was, which was in London. And he didn’t overuse synthesizers. He used them just enough. It’s such a cool sound. And can you picture this song in your head right now?

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AVC: Of course.

FA: Therefore, it’s a memorable song.

AVC: You could say that about “Macarena.”

FA: Therefore, “Macarena” is a great song. If music is something you can remember—the worst crime music can do is to be forgettable. So if there is a blues song, it just goes in one ear and out the other. But other than that, if it stays with you and when we are all 90, we’re going to look back at those songs, and it’s going to be emotional. And when someone plays it, and you know it, and you’re going to go, “I know that song and I love it.”

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Also, everything Paul McCartney does is—we are [Pinches fingers.] this little compared to Paul McCartney. If someone can write great music… Paul McCartney is a genius. He’s so prolific. All we should do is bow down to Paul McCartney.

AVC: That’s actually an interesting segue for talking about The Blue Jean Committee. You’re saying that blues music is redundant, so are you doing a knock on Chicago blues when The Blue Jean Committee transitioned from the blues music to the Catalina Breeze album?

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FA: Just a lot of those bands started off in blues, and then they all transformed into other kinds.

BH: The idea of a Chicago band that wanted to sing songs about California is really funny. Having never been to California.

FA: It’s based on the Eagles documentary.

AVC: I’m a Chicagoan and actually am new to California right now, so that documentary means more to me now than ever. Fred, I know you lived in Chicago, but Bill, did you live there, too?

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BH: No, my dad’s from there, and I have relatives there, but I don’t think I’ve been to Chicago since I was like 9.

FA: Do you like California okay?

AVC: It’s so different. I feel like Don Draper. I left this urban environment behind, and now I’m floating in the Beverly Hilton pool.

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FA: It is kind of dreamy that way.

BH: I initially moved to L.A., and I was like, “I don’t know.” The longer I stayed here, I really liked it. I have a family here now. It’s great. I used to think I wanted seasons and stuff, and now I don’t.

FA: I like it because you drive along and it’s just, like, rolling hills.

AVC: As you know, Documentary Now! is very popular at The A.V. Club.

FA: You guys have written some very interesting things. I would say, the best written things about it.

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BH: Yeah, I don’t really read stuff, but [series co-creator] Rhys Thomas and people would forward us, and it was always, “Got an A in The A.V. Club!” No other. I’m not just blowing smoke. It was legitimate.

FA: I don’t dig for those things, but when it comes up, especially because something was written about the Icelandic episode, which was so what we wanted the episode to be.

BH: When we did “Kanuk,” they said I wasn’t in the episode, which made me feel, like, very cool because I am the old man. They didn’t know that was me. And your little comments in the end [“stray observations”] were like, “Too bad, Bill Hader wasn’t in it.” Word. Yes. That was success!

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AVC: Who thought up the twist at the end of “Sandy Passage”?

BH: Seth Meyers thought that up, because the way the Maysles brothers made their movies is the same kind of vérité way of found-footage horror films. It’s so funny. When I watch it now, people love it, but Seth and I have talked about this: When it goes into the horror thing, does it need it? If Seth were here, he’d probably say the same thing. It felt a little, like, insecure, like we have to do a new move here or this isn’t interesting enough. Then what was interesting was we’d watch it with people, and people were enjoying what Fred and I were doing and laughing at these two women. It was like, “Oh, we could have had just more of a character ending instead of it turning into this horror film.” So I go back and forth on it. I was just talking about it with a friend of mine, [writer] Vernon Chatman, and he was like, “You’re wrong. It’s fucking dope. I love that ending of that episode.”

FA: It does shake you up because I felt the same way you did. I’m like, “Well, what if we made it too subtle and it just glided?”

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BH: I don’t think we would have done that, but it goes a full-horror route. Like I said, I go back and forth.

FA: I do, too. One day I’m like—when I first saw it, I was like, “Whoa. I did not know that was in there.”

BH: When we watched it at that Atlantic screening, I was like, “Ugh. I don’t like this.” And then I was showing it to some friends, and I’m like, “Oh, this is good. It’s just funny.”

AVC: The level of detail is intense: the “Sandy Passage” house and the offices for “The Bunker,” the Chicago bars and California homes of “Blue Jean Committee.” Every episode you do is like a movie. It must take a tremendous production effort.

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BH: That’s [episode directors] Rhys [Thomas] and Alex [Buono]. They do everything big. They don’t do anything half-ass, and I think it’s the drive of wanting it to be noticed. I remember when we first talked about this show, talking to them and saying it would be so great if this was a comedy show where at the end of it, people said, “Who directed that?” or “Who shot that?” You rarely say that when you watch comedy. You go, “Wow, those people were really funny,” or “Who wrote that?” maybe, but you never think about comedy being cinematic. I love movies. I want it to feel cinematic, and from their work at SNL, I knew that that’s all you had to say to them and they would take it to “Oh, we’re going to shoot ‘Kanuk’ in Iceland. We’re actually going to go to fucking Iceland.”

FA: And that all can be done on green screen.

BH: A lot of people do it on a screen. Then they go, “Well, then it looks like a sketch show” or whatever. And they go, “Well, we don’t want it to be like that. We want it to be real.”

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FA: Iceland, mountains.

BH: They go to Colombia. They just work incredibly hard.

FA: And as much as I want to take credit for being some kind of a genius or something, we actually walk on set and go, “Whoa, look at this.” We’re like, “Oh, my god, this is identical.” The costumes, everything.

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BH: And that “Bunker” thing. This might sound pretentious, but as an actor, I want to honor this. I have to be 100 percent on my game. Look at all the work that went into this. You can’t fuck around. You can’t do a half-ass thing. Everyone else is working so hard around you.

So we did “Parker Gale,” the Spalding Gray episode and all these crazy lighting changes and all the stuff. That was something that was written on the set of “The Bunker,” because we threw out this other episode. This happened on both seasons.

FA: Something was too expensive.

BH: So we just threw out this episode and me and John Mulaney sat and wrote this while we were shooting “The Bunker,” and then we shot it like three days later. And it felt like being back at SNL.

AVC: Aside from Documentary Now!, you guys are in so much fun stuff right now. Bill, you guest-star in my favorite Mindy Project episode. Fred, not only do you have Portlandia, but you also had arcs on Unbreakable Kimmy Schmidt and Difficult People this year.

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FA: I feel like it’s just a really good time in TV right now.

BH: The idea that we get to have a show like this on television is insane.

FA: It’s bananas. It doesn’t make any mathematical sense.

BH: Bananas. We sit there all the time and go, “This is so amazing, that we’re in an environment now and can do this is awesome.” I’m doing an HBO show. I start that, like, right now.

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AVC: Your voice-over work: Cloudy With A Chance Of Meatballs is my kids’ favorite movie.

FA: I know, you could have just done that, and that’s a huge, big movie. It’s like a fixture.

BH: My kids, they’re always embarrassed when my voice shows up in something. I took them to Inside Out, and my voice comes in, and they were like, “Ugh, Dad, what are you doing? Get out of there.” Then I take them to see Zootopia, which was really good, and beforehand they’re like, “Are you in this?” “Well, no, I’m not.” They’re like, “Oh, okay,” because they were just so embarrassed. I kind of get it.

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FA: When Corin [Tucker, bandmate of Armisen’s Portlandia co-star Carrie Brownstein] plays with Sleater­-Kinney, her kids are the same way. They can’t deal with it.

AVC: I take my kids to The Onion office. I’m like, “You have no idea how important The Onion is.” And they’re like, “Yeah, whatever. It’s an office.”

BH: So much great comedy came out of The Onion.

FA: The Onion still holds up.

BH: It’s so funny, it makes you angry.

AVC: What else can you tell us about the Stop Making Sense episode?

FA: Well, I’m a fan of Talking Heads going way back. I saw the original tour from that show, and we just did it as a beginning-to-the-end concert. So Bill plays bass, I play guitar, we’ve got this drummer, Jon Wurster. And we had some extra musicians, 10 songs. It’s pretty close, but we added a few dramatic details throughout. Maya Rudolph is in the band.

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BH: So there’s that tension between us. There’s shit going on with all the characters that I think will be nuanced.

FA: But we just did a concert in the Los Angeles area.

BH: Yeah, we thought, or we were hoping, 200 people would show up, just so you could fake having people in the front row. And we had like 1,000.

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AVC: Can’t wait. Thanks for taking the time!

FA: And I loved our [music] discussion. I live for discussions like that. It’s my favorite thing because it means that people care about music, and actually have an opinion. I feel like it’s dying. Everyone is just really like, they take a step back, but to actually have conviction about what’s good and bad: love it.