Writer Michael Patrick O'Brien plays the Five-Timers Club doorman. Writer Conan O'Brien played the doorman in the original "Five-Timers Club" sketch from Tom Hanks/Edie Brickell & New Bohemians (1990). The two O'Briens are not related.
Elliott Gould was asked to appear in the "Five-Timers Club" sketch. But he turned it down because he was busy working on Ray Donovan (2013).