He and David Spade are good friends, which I find hilarious, btw. It's hard to think of two more different people.

But anyways, on the Spade/Carvey podcast, he talked about being really nervous.

Also, the deadpan thing is kind of his schtick, even though it can come off as stiff. Some of those SNL-type movies aren't "great", but they are still hilarious.