After graduating from Harvard, O'Brien moved to Los Angeles to join the writing staff of HBO's "Not Necessarily the News". He was also a writer on the short-lived "The Wilton North Report". He spent two years with that show and performed regularly with improvisational groups, including The Groundlings. In January 1988, "Saturday Night Live" (SNL) executive producer Lorne Michaels, hired O'Brien as a writer. During his three years on "SNL", he wrote such recurring sketches as "Mr. Short-Term memory" and "The Girl Watchers"; the latter was first performed by Tom Hanks and Jon Lovitz.