Really? I am the first to post on this? Okay, then. Well, it was good - at the end of Weekend Update. Yes, Amy Poehler danced, too, but - well, this thread is about Tina Fey.
Oh my.
I’m a HUGE fan of Chris Parnell’s rapping, and was just recently talking to a friend of mine about how Parnell has only rapped twice on Weekend Update, and desperately needed to do it again. As if that wasn’t enough of a treat, we got Tina and Amy singing backup AND booty-dancing! It was like pleasure overload, and by far the highlight of an otherwise-mediocre SNL.
[Eldon from Murphy Brown’s pilot]You dance like a White girl.[/EfMBP]
Still, yum.
Saturday Night Live has a magical property that allows it to somehow punish me when I miss it, yet not reward me when I watch it. I think maybe I’ve seen her dance before though. It was when she and Amy had the song they wrote in the 80s, I think it was “The Party’s Cancelled.”
Aw yeah, “The Party’s Cancelled.” Don’t bring Cheetos, don’t bring dip! Greatest one-hit wonder of all time!
I’d go with Amy, but I’d be thinking of Tina. 
I believe that Tina Fey has danced several times on Saturday Night Live. Each time it was part of some guest host’s opening monolog where he would suddenly go into a production number with him singing and dancing and all the female cast members would come on stage behind him as his backup singers and dancers. Often it would be hard to tell that Tina Fey was there because she wouldn’t be wearing glasses.
She danced in Finesse Mitchell’s send-up of “Hey Ya!”