But now the comedy duo might have created their most politically charged sketch of the entire series so far.
*WARNING: The video below is uncensored and contains language that may be NSFW.
The sketch starts off with a shockingly dark tone as Keegan-Michael Key plays a black man who is wrongly detained by a police officer (played by Justified's Nick Searcy) who bashes Key's head into the door frame of his police cruiser.
This is when Key enters the magical world of "Negrotown" which he describes as "a utopia for black people."
Key is taken to the town by Jordan Peele's brightly clothed guide, who introduces the magical city in a "Hard Rock Candy Mountain"-esque song that describes all of the town's benefits.
"You won't get followed when you try to shop/You can wear your hoodie and not get shot/No white folks to cross the street in fear/No trigger-happy cops or scared cashiers," Peele sings.
The sketch comes on the heels of civil unrest in Baltimore after Freddie Gray died while in police custody. The song also makes illusions to the shooting death of 17-year-old Trayvon Martin and the death of Eric Garner, who died after being put into an apparent choke hold by police.
Check out more comedy from Key & Peele, and a behind-the-scenes look at their beloved Star Wars sketch: