Kate McKinnon and Pete Davidson are among those to depart Saturday Night Live, leaving the US sketch show without arguably its two most famous names.

Aidy Bryant and Kyle Mooney are also leaving the cast.

The departures represent one of the biggest cast shake-ups in years on a show that has seen unusual steadiness in recent seasons.

Saturday Night Live cast members Aidy Bryant, from left to right, Pete Davidson, Kate McKinnon and Kyle Mooney
Saturday Night Live cast members Aidy Bryant, from left to right, Pete Davidson, Kate McKinnon and Kyle Mooney (AP)

McKinnon, 38, won two Emmys and was nominated for nine in her 10 seasons on the show, during which her impressions included Hillary Clinton, and former attorney general Jeff Sessions.

McKinnon opened the last show of the series with an out-of-this-world skit, and said her final goodbyes on “Earth”.

“I love ya, thanks for letting me stay awhile. Live from New York, it’s Saturday night,” she said to open the show.

Davidson, 28, joined the cast in 2014 and has appeared in eight seasons. His own personality often outshone the characters he played.

His comic commentaries as himself on “Weekend Update” were often his most viral moments. And he was as well-known for his life offscreen – dating Ariana Grande and current girlfriend Kim Kardashian – as on.

“I never imagined this would be my life,” Davidson said during the show.

“I appreciate SNL for always having my back, for allowing me to work on myself and grow. Thank you to Lorne for never giving up on me or judging me even when everyone else was, for believing in me and allowing me to have a place I could call home with the memories that will last a lifetime. Thank you.”

Bryant, 35, joined the cast at the same time as McKinnon and has been a constant in sketches ever since, getting four Emmy nominations of her own.

Mooney, 37, appeared in nine seasons starting in 2013.