Rudolph's fresh-faced effervescence and mixed racial background marked her as a real all-American girl-next-door for modern times, while her talent and love of performing led her to music. Forming the funk band Super Sauce while studying at UC Santa Cruz, Rudolph later played keyboards and sang as an especially charming member of The Rentals, a successful pop group that fused a college rock sensibility (founder Matt Sharp was the original bassist of Weezer) with a sparse, synth-heavy sound, best displayed in their 1995 breakout hit "Friends of P." An abnormally long hiatus between The Rentals' debut and follow-up albums left Rudolph searching for other outlets. She had early acting credits in the 1997 features "Gattaca" and "As Good As It Gets", before she landed a short-lived regular role on the gritty medical drama "City of Angels.”

A member of the famed Groundlings improv comedy troupe in Los Angeles, Rudolph landed a featured guest role on "Saturday Night Live" where she essayed memorable characters like Britannica, one of the two permanent members of R&B trio Gemini's Twin (a parody of real-life member swapping girl group Destiny's Child), Donatella Versace and Megan, the love-struck host of her middle school's morning program. A supporting role in the 2000 acclaimed independent "Chuck and Buck" offered the actress more screen time, while "Duets" gave her the opportunity to work not only on screen, but behind the scenes, serving along with her father as the karaoke-themed feature's music supervisors. At the start of "SNL"'s 2001-2002 season, Rudolph was named a regular repertory member, now possessing the job title that reflected her frequent and exceptional performances in the series' sketches.

Once established as one of the show's central talents, Rudolph returned to work in feature films in a pair of Drew Barrymore projects: the poorly received comedy "Duplex" (2003) directed by Danny DeVito, and "50 First Dates" (2004). She next joined the ensemble cast for “A Prairie Home Companion” (2006), Robert Altman’s fictional take on Garrison Keillor’s long-running radio program that features an unusual array of singers and the host’s monolithic ramblings about the make-believe town of Lake Wobegon, then returned to television on “Campus Ladies” (Oxygen Media, 2005- ), a comedy about two 30-something best friends—one divorced, the other widowed—who decide to go to college for the education and experiences they missed in their previous lives.