Stormy Daniels has made a surprise appearance on Saturday Night Live to deliver a message to President Donald Trump: “A storm’s a-coming, baby”.

The adult actress, who says she had a sexual encounter with Mr Trump in 2006 and was paid $US130,000 the month before he was elected to stay silent about it, delivered the warning to actor Alec Baldwin’s Donald Trump in the show’s opening skit.

The sketch comes as Mr Trump’s new lawyer, Rudy Giuliani, left open the possibility that hush money may have been paid to other women on the President’s behalf.

The sketch begun with Ben Stiller, portraying Mr Trump’s personal attorney Michael Cohen, calling Baldwin’s Trump.

“How are you holding up in prison?” Baldwin’s Trump asks.

Stiller’s Cohen says he isn’t in prison before Baldwin’s Trump responds: “Oh well, give it a couple of weeks.”

The sketch progresses as Stiller’s Cohen calls Baldwin’s Trump once again, asking to get him on the phone with Stormy Daniels – as the real Daniels comes into frame.

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“What do you need for this to all go away?” he asked Daniels.

“A resignation,” she responded.

“Yeah right. Being president is like doing porn — once you do it, it’s hard to do anything else,” he said.

Daniels informed Baldwin’s Trump that a storm was a-coming before leading to the SNL intro.

Daniels, whose legal name is Stephanie Clifford, is seeking to be released from the non-disclosure agreement.

She has also filed defamation suits against Mr Trump and Cohen.

Mr Trump denies he and Daniels had an affair, calling her “false and extortionist”, and has said he didn’t know about the settlement.

Giuliani says Trump could use his constitutional right to refuse to answer any questions that might incriminate him. Photo: Getty

In an interview Monday morning (AEST) on US ABC’s This Week with George Stephanopoulos, Mr Giuliani said Mr Trump reimbursed his personal lawyer Michael Cohen with his own money in a retainer agreement.

When asked whether Mr Cohen make payments to other women for the President, Mr Giuliani replied: “I have no knowledge of that, but I would think if it was necessary, yes.”

“He made payments for the President or he’s conducted business for the President, which means he had legal fees, monies laid out and expenditures.”

Mr Giuliani said Mr Trump has not ruled out pleading the Fifth Amendment in special counsel Robert Mueller’s Russia investigation.

The former New York mayor said despite Mr Trump’s openness to sit down with special counsel Mr Mueller, he would strongly advise the President against it.

“When I’m facing a situation with the President … in which every lawyer in America thinks he would be a fool to testify, I have a client who wants to testify.”

Mr Giuliani said the President would not have to comply with Mr Mueller, who has raised the possibility of a presidential subpoena in recent weeks.

“Well, we don’t have to. He’s the President of the United States,” Mr Giuliani said.

“We can assert the same privileges as other presidents have.”

Mr Giuliani, who was hired by Mr Trump last month, said he’s still learning the facts of the Mueller case and the details of Mr Trump’s knowledge of the payment to Daniels.

-with AAP