As a matter of fact, it appears as though Lorne Michaels gave to McCain to help get him through the primaries (March & May donations - read: promote the weakest opponent) and then he gave the larger chunk of his campaign cash to Obama in August.
AS noted, Michaels has given to McCain since ‘00. Maybe he just likes the guy.
Donations to the primary in March and May were in ‘07 when McCain was a goner. That’s when Rudy was on the ascendency, through all of ‘07, remember?