It's a process of casual brainstorming, constant rewriting, endless improvisation and audience testing that leads them to ridiculous places. Their "Step Brothers," which McKay calls the most "free-form" film they've made, culminated at, of all places, something called the Catalina Wine Mixer, with Ferrell singing Andrea Bocelli's "Por Ti Volare."
"Sometimes I'll say to Ferrell: Can you believe we ended that movie in an opera song?" says McKay.
"We backed ourselves into such a corner," says Ferrell. "It was the only way."
"Anchorman: The Legend of Ron Burgundy," the first movie they made together coming out of "Saturday Night Live," famously arrived at Burgundy's inane translation of San Diego as meaning "a whale's vagina." Actually speaking the line caused Ferrell to uncharacteristically unravel.
"A professional crew. It's a night shoot," says Ferrell. "And it all came crashing down on me: We've convinced a bonded company to put these lines on film."
The sequel, "Anchorman 2: The Legend Continues," opening Wednesday, comes nine years after the original, a movie that helped launch a decade of comedies and boosted the careers of Judd Apatow (a producer on "Anchorman"), Paul Rudd and Steve Carell. Since then, Ferrell has starred in every movie McKay has directed, including the NASCAR comedy "Talladega Nights" and the white-collar crime satire "The Other Guys."
Their collaboration, begun in the writing rooms of "SNL," has developed into one of the most rock-solid, long-running partnerships in comedy. They together created the production company Gary Sanchez, choosing the funniest way they could think of for an intern to answer the phone. (I Love Jesus productions was also an option.) They even developed a backstory of Sanchez as a former NFL placekicker from Paraguay who was getting into the movie business.
"They have something that's very special that's almost unprecedented in comedy films," says Apatow, also a producer on the sequel. "It reminds me of Bill Murray and Harold Ramis. When you're around it, you feel how rare it is. They've made five movies and they've all classics."
"I like working with them because they remind me I'm supposed to have fun," adds Apatow.
In a recent interview over lunch, McKay and Ferrell reflected on their process of constant trial and continual refinement. It usually begins with tossing around ideas at Ferrell's California guesthouse or their Gary Sanchez offices.
"We're big believers in sitting for two, three, four hours," says McKay. "We'll write down 50 ideas, and two will be useable."
The two first found themselves in sync at "SNL," where McKay rose to head writer after just one year as a writer. The first sketch they wrote together was about the deterioration of a morning news show when the teleprompters go down, leading to bloody tribalism.
"Anchorman 2" takes their chauvinist, sexist newsman into the 1980s and the dawn of 24/7 cable news. But it could have taken many different forms.
At first, they planned to tour a musical version in theaters before shooting the film. They considered setting a sequel in space ("We never figured out how or why," says Ferrell), or having Ron become friends with Manuel Noriega in Panama. They flirted with the Iranian hostage crisis ("How do we make THAT funny?" says Ferrell), as well as having Burgundy accidently start a war.
"We'll try anything," says McKay.
Just as "Talladega Nights" hid a commentary on Bush-era red states, the premise of "Anchorman 2" includes a parody of today's media. Burgundy has the epiphany that TV news can tell people not what they need to hear, but what they want to hear - history as shaped by an idiot.
The extensive promotion of the film has included Ferrell, in character, anchoring local news in North Dakota and appearing on ESPN. Ferrell is surprised that some may be missing the satire: "The news itself is kind of blissfully endorsing all the things that we're doing."
More mixing and matching followed in the improvisation-heavy shoot, where McKay routinely shouts new lines at his actors. There were so many jokes that McKay at one point considered making the film in two parts, a la "Kill Bill," and even tested part one with an audience. Each joke has at least one alternative, so McKay plans to release a DVD version with the some 400 jokes each swapped out for another.
A tug of war with the Motion Picture Association of American led to some snips, like in the scene when Burgundy smokes crack on the air. They wince a little at losing a big musical scene (it included a song "Gay for a Day"), but say if test audiences don't respond to a scene, they're ruthless in editing.
That's not to say what's in the film isn't plenty outlandish. It includes a section where Burgundy goes blind, a shark named Doby ("Nothing heightens chaos more than a berserk wild animal right in the middle," says McKay), and exclamations like "By the bedpan of Gene Rayburn!"
More than anything, they revel in these unpredictable, nonsensical left-hand turns that break the movie's already high degree of absurdity.
"Nothing is more enjoyable for me than when I'm watching a movie or a TV show and there's that sense that anything can happen," says McKay. "It is the most fun feeling in the world."
Ferrell and McKay, who also run the comedy website Funny Or Die, have both done projects separate of the other, of course. They're currently finalizing plans for a prison comedy, "Get Hard," starring Ferrell and Kevin Hart that McKay will produce.
McKay clearly has some interest in expanding his directing work in other directions, but he also, in the course of the interview, suggests to Ferrell that they do another big character like Burgundy, "like 8 on the volume scale."
"I selfishly want to only work with Adam and have him only work with me," says Ferrell. "Yet at the same time, I want other actors, other people to see. I don't know if people really, truly know how good Adam McKay is."
Says McKay: "People always say, 'Are you going to do other movies?' Yeah, eventually. But there's just never been a moment where us doing movies together hasn't been fun as hell and totally satisfying."