It has been a rough past couple of weeks for Hillary Clinton after she lost the seven most recent primaries to her Democratic presidential challenger, Bernie Sanders.

Last night on "Saturday Night Live," the show took full advantage of Clinton's woes and mocked just how desperate the politician was to win the primary election for the state of New York, with "SNL" cast member Kate McKinnon reprising her impression of Clinton.

"I'm the underdog now, I'm this election's Rudy," McKinnon as Clinton said.

"I love being back in the Fat Apple, my home state," she continued. "Except for Illinois and Arkansas, but they already voted for me, so we cool." Clinton was born in Chicago and was the first lady of Arkansas when her husband, Bill Clinton, was the governor of the state before he was elected as president.

Clinton then showed off her love for New York City by fake eating a New York hot dog and some peanuts. Clinton then said that she went and saw the hot new Broadway play that everyone in New York was talking about, "Chicago," before she put on her favorite Yankees hat, which still had the price tag on it. Later in the cold open, Clinton switched up her Yankees hat for a New York Mets hat, which she pronounced as "meets."

McKinnon's Clinton then tried to prove exactly how relatable she was to New Yorkers by taking the city's subway.

"The New York City subway is the best way to get around," McKinnon said as she approached the entrance to the station. She tried to enter the turnstile multiple times, but she could not properly swipe her card and attempted to jump the gate before she finally gave up.

"I'll just take a cab. Cabs are the best way to get around," she said.

McKinnon's Clinton then tried to appeal to the masses across the country with a "Game of Thrones" reference and brought out a fake version of the three-eyed raven from the popular HBO show.

"This is the three eyed raven from the 'Game of Thrones' and she is here to tell you if you don't vote for me on April 19th then Winter is coming," she said.

Check out the entire cold open below: