"SNL" cast member Sasheer Zamata, who plays the role of the magnifying-glass-holding chief of "Where in the World Is Kellyanne Conway?" kicks off the sketch saying, "She hasn't been seen in weeks. No one knows where she is or what she's up to."
Then, addressing the show's child contestants, she says, "Gumshoes, your mission today is to answer this question: Where in the world is Kellyanne Conway?"
VIDEO: "Where in the world is Kellyanne Conway?"
An a capella group -- similar to the one in the real show -- then belts out, "Well, she used to be on TV, on like every single panel. One day we all woke up, and she was no longer there. What could have happened? She is not on any channel, no. Tell me, where in the world is Kellyanne Conway?”
Acme senior agent Greg Lee, played by "SNL" cast member Mikey Day, then asks the contestants, "Are you guys ready to help us find Kellyanne Conway?"
Stephanie, one of the precocious contestants, responds, "Well, we don't want to find her."
Lee accepts defeat, saying, "OK, guess, that's our show! Seven weeks, and no one can find that woman."