During the 'Kaitlin' sketch, Molly Shannon wears the same shirt she was seen wearing in Dana Carvey/Dr. Dre (1996) while appearing in the 'Russell & Tate' sketch.
In his 2011 autobiography "God, If You're Not Up There, I'm F*cked: Tales of Stand-Up, Saturday Night Live, and Other Mind-Altering Mayhem", Darrell Hammond recounts how between "The Fringe Candidates Debate" and "The Sopranos (1999)" sketch, he had less time than usual to change costumes from Dan Rather to Tony Soprano, and in the middle of this, a piece of plaster fell on his head. He was feeling flustered and confused all during the sketch, and completely lost it when Molly Shannon hiked up her pants to reveal a large camel toe.