The stars were unannounced guests on this weekend's (05May12) programme during Seth Meyers' news parody segment Weekend Update, on which Cohen appeared dressed as his controversial new character from The Dictator to promote the upcoming film.
After failing to convince Meyers that the movie had received rave reviews from critics while not under torture, a bound and hooded Scorsese, who directed Cohen in Hugo, was wheeled out on a chair to give his take on the new release, under the threatening glare of Aladeen.
In character, Cohen said, "So Martin Scorsese, what did you think of the film?", to which the director replied, "It was good."
His mediocre response prompted the funnyman to electrocute Scorsese, causing him to rethink his answer. Referring to two of his own works, the filmmaker said: "It was great. It was better than Raging Bull!
"The cast with Ben Kingsley, he's great in it, it's his best work since Hugo. Please, please see it."
New York Giants football star Eli Manning hosted the hilarious TV episode, while musical guest Rihanna battled through illness to perform a raunchy rendition of Birthday Cake, Talk That Talk and her new single Where Have You Been.
Producers also took a moment to pay tribute to late Beastie Boys rapper Adam 'MCA' Yauch by airing a video clip of the hip-hop trio appearing on the show in 1995 before a commercial break. The rap pioneer lost his battle with cancer on Friday (04May12).