If circumstances had broken right, Fortune Feimster would be co-headlining Thursday’s show at the State Theatre instead of serving as the evening’s warmup act.

The 36-year-old comic fell short during two auditions for “Saturday Night Live.” A Tina Fey-produced sitcom based on her life growing up in North Carolina failed to get picked up by ABC. But if Feimster is feeling pessimistic, she didn’t let it show during a phone interview this week to promote her participation in Twin Cities Pride Weekend.

Q: Thanks for taking the time to chat. I’m a big fan of your comedy.

A: Oh, and not my modeling career?


Q: That’s a close second. Like most people, I know you because of your guest roles on shows like “Life in Pieces” and “2 Broke Girls.” What’s the best and worst aspects of being the guest on a sitcom?

A: I’ve had really great experiences where people have been really nice to me, but in a way you do feel like the visitor Airbnb-ing in someone’s home for the weekend. But I’m still young, at least when it comes to the profession, and I’ve gotten the chance to work with different actors and learn from them. I grew up watching Dianne Wiest in a million movies, and in “Pieces” I got to sit on a bed with her and have this poignant moment.


Q: Any of those teaching moments that might surprise us?

A: In the sitcom that didn’t get picked up, Annie Potts played my mom. I would watch her in rehearsal, taking notes, and she would have questions about certain things. When tape night came around, she walked out in front of the studio audience and suddenly the student was the professor, schooling all of us. It was something special, watching how she brought the tiniest things to life.


Q: Tina Fey produced that show and has cast you in another that didn’t get picked up. Was it tough presenting your idea to her? She must get pitches all the time.

A: Pitching is the most nerve-racking thing, especially when she is who she is. You want her to respect you. We actually pitched over Skype because Tina lives in New York. That was kind of awkward because there’s always a delay on Skype. We would tell what we considered a joke and there would be nothing on the other end, so we would just plow through and then the laugh would come later. It was weird.


Q: How affected are you when things don’t work out?

A: I think you’d have to be a robot not to be affected. It was definitely harder when I tested twice for “SNL” in 2009 and 2010. You’re broke and you think it’s your only shot. I took it pretty hard. But then “Chelsea Lately” came along six months later and that started opening up a lot of doors and the rejection doesn’t feel as painful anymore. Not getting the TV sitcom was a pretty tough loss, but then “The Mindy Project” came along. At some point you have to say, “OK, this isn’t my journey. Let’s figure out what is.”


Q: You’ve also got a movie in development that you created, “Bad Cop, Bad Cop.” Where is that right now?

A: We’re almost finished with our first rewrite. Then we’ll see if the studio makes a decision to go ahead with it or sends us more notes. It’s not a quick process.


Q: That must be the great thing about stand-up. You don’t have to wait for approval from a bunch of people. You can just get up there and do your thing. Same with modeling?

A: Modeling is even harder. I do it because I love it. It’s a passion.


Q: Have you performed with Tig [Notaro] before?

A: We’ve never done an out-of-town show together. I’m blown away by how funny she is and how unique her voice is. She tells stories nobody else is telling. It’s a cool thing to watch.


Q: This won’t be the first time you’ve performed in the Twin Cities. Any particular memories from previous visits?

A: Minneapolis is a cool city when it’s not wintertime. I like walking around downtown and popping into bars and gay clubs. People are so hospitable. I mentioned Tater Tots one night during my act and the next night a person showed up with a Tater Tot casserole for me to try.


Q: You didn’t eat it, did you?

A: I didn’t, but it’s not because I thought she was a murderer. I felt like her intentions were good. It was just that I didn’t have a microwave or utensils back at the hotel. Otherwise, I would have. I love food. I would have risked murder if it had been hot.