The actor's 'Righteous Gemstones' costar Danny McBride was also at 30 Rock to see the show, along with Justin Theroux and Gina Gershon

Rockwell's latest cameo came during this week's Goggins-hosted episode of Saturday Night Live, when he graced a strange musical sketch in which Jane Wickline wanders the Central Park Zoo hoping to find a baby to fit the small abandoned sneaker she spotted on the ground and picked up.

Walton Goggins hosted “SNL” for the first time May 10, alongside musical guest Arcade Fire. The “Righteous Gemstones” star got to show off his comedic chops throughout the night, including in the musical sketch, “Tiny Baby Shoe.”