"It is such an honor to be nominated among these amazing ladies," Fey said, referring to her fellow nominees -- Christina Applegate of "Samantha Who?"; America Ferrera of "Ugly Betty"; Mary-Louise Parker of "Weeds"; and Tracey Ullman of "Tracey Ullman's State of the Union."
"Thank you and congratulations to all the other nominees," Baldwin said as he collected his award.
"It's so nice to be able to see some old friends," Baldwin told the star-studded crowd at the Shrine Auditorium. "I don't know who I want to make out with more tonight -- Tony Hopkins or Diane Lane. I can't decide because Tony looks so good. He looks fantastic."
The other nominees in the category of best actor in a comedy were Steve Carell of "The Office"; David Duchovny of "Californication"; Jeremy Piven of "Entourage"; and Tony Shalhoub of "Monk."
The cast of "30 Rock" took home the SAG award for ensemble in a comedy series. The actors beat out the stars of "Desperate Housewives," "Entourage," "The Office" and "Weeds" for the honor.