Christopher Walken appears as an angel from heaven at the bedside of a terminally ill patient to offer her the gift of recovery. But his style of dress has the patient second guessing his intentions.

For some reason, the sketch didn't make the live show.
It's from season 25, episode 16.

Diane - Ana Gasteyer
Doctor - Rachel Dratch
Glen - Chris Parnell
Angel - Christopher Walken
Granny Fran - Cheri Oteri