I don't know why this thought would have crossed your mind, but in case you were worried they would diverge significantly from the original SNL sketch when making the MacGuber movie, some new set photos will prove you wrong. Just Jared got some shots from the New Mexico set, in which Will Forte and Kristen Wiig wear bad wigs, and Ryan Phillippe is around for some reason.

Check out two of the five below. It all looks fine, though not at all evidence for making a movie out of a sketch that's really only funny the first time you see it. Sorry for being crankypants about it, but I believe the track record of SNL sketches-turned-movies speaks for itself here.