Hamm walked the red carpet at the Cort Theatre before reportedly heading inside to join Shookus for a production of Derren Brown: Secret.
"They sat together on the aisle and looked like they were having a great time," a source told People. "It very much felt like they were on a date. When they were talking to one another, they locked eyes and were smiling the whole time."
A source tells ET Lindsay Shookus and Jon Hamm have been "friends for years." The Man Men alum has hosted SNL three times -- and has made multiple guest appearances -- over the last 11 years.