The Big Gay Sketch Show
From 2006 to 2010, Kate McKinnon performed and acted on The Big Gay Sketch Show, which was a sketch-comedy series full of up-and-coming comics doing live skits and scenes.
My Best Day
McKinnon plays Heather, one of the friends of the lead character Karen (Rachel Style) in this film. Karen, a receptionist, pretends to be a mechanic after she gets a call from her father who she never knew for a refrigerator repair. Things get strange once she appears at his house and meets everyone in his life.
Sisters
The 35-year-old actress and comedian had a few scenes in Sisters, playing Sam, one half of a lesbian couple that helps Kate (Tina Fey) and Maura (Amy Poehler) figure out party supplies for their big house party.
Office Christmas Party
Mary (McKinnon) is the hilarious, Christmas sweater-wearing employee who works together with her co-workers to save their jobs by throwing the best holiday party Chicago has ever seen. Too bad the party gets a little wild and uncontrollable.
Masterminds
David Ghantt (Zack Galifianakis) gets the ultimate adventure when he helps rob a bank with his crush and co-worker Kelly Campbell (Kristen Wiig) leaving behind his girlfriend Jandice (McKinnon) for a better life as a millionaire. The only downside is that he hands over the money to a group of criminals and is then set up to take the fall for the whole thing.
Ghostbusters
In the 2016 all-female version of Ghostbusters, McKinnon plays Jillian Holtzmann, an engineer who is part of the ghost-fighting squad that teams up to battle the ghouls descending on Times Square in New York City. The movie also stars, Wiig, Melissa McCarthy and Leslie Jones.
Rough Night
Things get out of hand when Jess (Scarlett Johansson) and her three college best friends and her Australian study abroad bestie (McKinnon) head to Miami for her bachelorette party. Everything starts out fine but quickly takes a turn when they accidentally kill a stripper.
Family
Taylor Schilling stars in Family, which tells the story of an aunt (Schilling) who tries to bond with her niece while babysitting, but instead finds herself at an Insane Clown Posse festival as her niece only wants to become a Juggalo. McKinnon has a smaller role in Family, playing the neighborhood's extremist mother with lots of rules, and she's hilarious.
The Spy Who Dumped Me
McKinnon showed off her action skills in this 2018 film alongside Mila Kunis. After discovering that her ex-boyfriend was a spy, Audrey (Kunis) and her BFF Morgan (McKinnon) find themselves involved in an international conspiracy which causes them to fight to save everyone including themselves from the bad guys.

