Kellyanne Conway Plays Glenn Close from 'Fatal Attraction' on SNL

Kellyanne Conway did everything but boil a rabbit on "SNL" ... and it was brutal.

Kate McKinnon channeled her best Glenn Close in an epic "Fatal Attraction" spoof. You gotta see this ... it makes Alec Baldwin's Trump skits look like a love letter.

Plus, Melissa McCarthy returned in top form as Sean Spicer ... easily as hilarious as the first.