READ MORE: Why Andrew Jarecki's 'The Jinx' Could Be Very, Very Bad for Documentaries "Saturday Night Live" may have been a tad late to the party, considering HBO's "The Jinx: The Life and Deaths of Robert Durst" signed off the air two weeks ago, but the sketch comedy show nonetheless took on the eponymous Durst this weekend, and wildly succeeded thanks to cast favorite Kate McKinnon.