The wig was "distressful," she explained in a recent interview, "partially because I got to make out with the lovely Alec Baldwin on day two."
In the big moment, Baldwin "went to put his hand in my hair," she recalls. "I remember grimacing, please don't let my wig fall off. It was this weird moment where I'm like, 'I'm going to lose my hair on television right now.'"
Good living and better glue kept the hairpiece in place. "It all worked out," she says. "The hair and makeup people had put that wig on really good."
Further good news, she's now showing her own hair so she can smooch away with Baldwin, whom she calls "a superfine fox."
"He's a super charmer," says Banks. "He has those blue eyes. I'm having a ball."