The W was not the W when I was a kid. It was the Westwood Marquis. It was the fancy hotel—at least I thought it was fancy. It’s gone now. But it had a little elevator on the ground floor instead of stairs, and I thought it was the coolest thing in the world that when my grandparents came into town I got to use the mini elevator. Westwood was pretty awesome then. On Friday nights people would go there just to cruise and check each other out. One time me and my brother and this friend of ours, Brad, took one of those plastic phones from the early ’80s, and we drove around in Brad’s car pretending we were talking on the phone. We invented the cell phone! It was so stupid, but we were being cool.
I have a game I play with my husband—we both grew up in L.A. but not in the same neighborhood. I’ll say to him, “Hey, where do you think I saw this movie?” Because I remember very clearly every movie I saw and where I saw it. I saw Footloose at the Mann National. I saw Weird Science there and Raiders of the Lost Ark. The theater’s gone now, which is not cool. That is unacceptable to me.
I met Jack Black in middle school when we ran an improv competition together. He and I became friends very quickly, and he was the first person to take me to see the Groundlings when I was, like, 14. Becoming a member of the Groundlings was really the first time I felt like I found my people. It was like grad school for me in a lot of ways. Just being with my people studying the things I wanted to study.
I lived in New York for years, doing Saturday Night Live, and I love New York. It’s important to leave home. But after a long winter with my baby daughter having wind-chapped cheeks—bundling her up to get her outside only to get her undressed again inside—I love being back here. I grew up running around half naked with no shoes in the backyard all year-round. Seeing my kids do that I think, “Where else can this happen?” » Rudolph, 38, is the significant other of director Paul Thomas Anderson and will next be seen in the Judd Apatow comedy Bridesmaids.