Arguably the most influential man in American comedy today, McKay is not only behind films like Anchorman, Talladega Nights, and The Other Guys, but is also a co-founder of Funny or Die. McKay is usually only briefly mentioned in the tales of UCB's early days. He was with the group during their formative days in Chicago, but was already in New York writing for SNL when the founding four members of the UCB theatre arrived in Manhattan.

McKay and long-time partner Will Ferrell will drop their Anchorman sequel this year, and McKay is attached to a number of other features in various stages of development.