"Oh, I don't belong as first lady," moans Saturday Night Live's Melania Trump (Cecily Strong) at the prospect of attending President Trump's State of the Union address. "I wish I could talk to someone who's been through this whole mess before."
Her wish is granted by the materialization of former first lady Jacqueline Kennedy Onassis (host Natalie Portman), who arrives dressed in a perfect pillbox hat and fully prepared to dispense her hard-won wisdom on how to handle presidents who cheat. "You're not the only first lady whose husband had affairs," Jackie says, referring to Trump's acknowledged and alleged infidelities. "Jack cheated on me with Marilyn Monroe."
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