In less than two years, Bill Hader has run the gamut from Stefon to suicidal.

At 36, Hader, who was one of "Saturday Night Live's" most popular and versatile cast members by the time he left an eight-year stint in May 2013, debuts his first dramatic lead role in "The Skeleton Twins," opening Friday, as a depressed twin opposite former fellow "SNL" player Kristen Wiig. And he has a supporting role in "The Disappearance of Eleanor Rigby," also opening Friday, as a chef and the best friend of a New York restaurant owner (James McAvoy).

Before leaving "SNL," where he became known for such characters as nightlife prince Stefon and for impersonating a range of celebs from Clint Eastwood and Al Pacino to Garrison Keillor, Hader landed small parts in several comedies, including "Superbad" and "Tropic Thunder." In "The Skeleton Twins," he stretches different mental and psychological muscles, the same ones he had to use to land the job.

"I wanted to do drama, that was definitely part of the plan," Hader said in a recent phone interview. "But you still have to knock on doors."

His agent suggested participating in dramatic table readings to show he could handle weightier material, and one he joined that also included Kate Winslet and Bradley Cooper drew the attention of a casting director who recommended him for "Skeleton."

Hader and his family moved to Los Angeles last year, but over the summer he re-teamed with director Judd Apatow back in New York to shoot the rom-com "Trainwreck" with "Comedy Central" It Girl Amy Schumer.

"That'll be my first romantic lead, so we'll see how that goes," Hader said. "It's one more thing that's totally new for me."

He's also working on a show for IFC that parodies documentary films and biopics with old "SNL" buds Fred Armisen and Seth Meyers, set to premiere next year. Asked if he was scheduled to host any episodes of the show this season, he said he had no idea.

"No one's asked me, and I'm not holding my breath," he said. "They get a lot of people interested. But I obviously love it there, I've guested twice since leaving." (It was announced this week that he will host on Oct. 11.)

Of all the impersonations the Tulsa-raised Hader is known for, his Eastwood might be the most wicked, with pants pulled up to his nipples and a "get off my lawn" crotchetiness. Asked if he feared running into the real Dirty Harry, he said, "No, I've actually seen a video of him where he mentioned me and said he liked it. I taped it for my dad, Bill Hader Sr., so he could hear Clint say our name."

Keillor has yet to weigh in on Hader's impression of him auditioning in an "SNL" sketch to replace Regis Philbin, "but people keep telling me I should do him forever, that I really look like him."

Kristin Tillotson • 612-673-7046