Davidson appeared in a cameo in "Trainwreck," starring Amy Schumer and Bill Hader. He played a stoned patient of Hader's. The role was what got him noticed by Lorne Michaels after Hader's recommendation. "I told Lorne Michaels about him, said he was really funny," Hader said in a 2017 interview with Entertainment Weekly. "And then they auditioned him for a piece, and Lorne called me to say Pete got the show. I was like, 'Oh my God, that's wonderful!'"
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