"The problem is, there are no good opening lines in a concentration camp", he added, before sharing a few potential pick-up lines. "And I have three words to say to that: Oy Vey Ishmeer".
Also talking about the sex scandal engulfing Hollywood and Harvey Weinstein, he said: "I couldn't help but notice, a very, very disturbing pattern emerging - which is that numerous predators - not all, but many of them are Jews".
However, from that point on, he ricochets into making several jokes about dating while in a concentration camp, and the once-laughter filled audience quickly recedes into near-silence once they realise what direction David is taking this routine. I want 'Einstein discovers the theory of relativity.
Due to his jokes, many people took to Twitter to criticize the choice of subject matter.
"We're gonna' win this thing the dirty way, which means if I lose I'll bring everyone down with me", David's Sanders says. "They treating you OK?'"
"I think I would", he continued. What? What did I say? "You know, if we ever get out of here, I'd like to take you out for some latkes".
David did have his defenders, with many comparing it to a standard skit on "Curb Your Enthusiasm".
Still, many fans on social media said they felt uncomfortable watching the comedian joke about the Holocaust and concentration camps. "Nothing about the Holocaust will ever be amusing".
In a somewhat uncharacteristic move, SNL - and Larry David, specifically - are taking some heat today after jokes made on the show last night didn't go over so well with some people.