NEW YORK – Road-tripping with Will Ferrell is just about as fun as you’d imagine.

In Netflix documentary “Will & Harper” (streaming now), the comedian treks across the country with his best friend Harper Steele, who came out as a trans woman in 2021 at age 61. Together, they embarked on a 16-day car ride from New York to Los Angeles: visiting national landmarks, jamming out to alternative rock, and guzzling Pringles and McDonald’s coffee all along the way.

Whenever they got bored, “I’d call the number of any billboard that had a personal injury lawyer on it,” Ferrell gleefully recalls, lunching on salad and croissants on a recent afternoon. “There’s hours of footage of that – we really made ourselves laugh.”

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How 'SNL' sparked Will Ferrell and Harper Steele's 30-year friendship

The longtime pals met in 1995, when they were both hired the same week at “Saturday Night Live” (Ferrell as a cast member, Steele as a writer). They discovered very quickly they had similar temperaments and comedic sensibilities. Amidst the chaos of Tuesday night writing sessions, they’d often hole up in Steele’s office chatting and listening to records.

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“I was a little cranky, but I’m subdued,” says Steele, perched next to Ferrell on a couch. “Will is a very gentle and subdued person until you have to be the other thing, so I think we just vibed that way.”

After “SNL,” they continued to collaborate on comedies such as “Casa de mi Padre” and “Eurovision Song Contest: The Story of Fire Saga” until the COVID-19 shutdown. During that time, Steele came out to her close friends and family in an email. Knowing how much she loved greasy spoon diners and dingy dive bars in the heart of America, Ferrell suggested they take a road trip so she could revisit those places, only now living as a woman.

Steele initially said no to filming their jaunt. “I don’t like being on camera for any reason,” she says. But after mulling the idea for a few months, she considered what the documentary could mean “in terms of politics and the trans landscape in America and all the (anti-trans) bills being passed. I thought there was some value there. Also, whenever I team up with Will, we do strange projects. This one felt uncomfortable and weird.”

Ferrell, too, had his own anxieties about the intimately personal movie: Steele gives him free rein to ask her anything about life as a trans woman, her decades spent in the closet, and her struggles with self-hatred and insecurity. They also venture into conservative parts of the U.S. where trans people are often prejudiced against.

“I had a fear of, am I asking questions in the right way?” Ferrell, 57, recalls. But also, “are we going to have a crazy confrontation (with someone) out there? And when people inevitably ask what we’re filming, will I be able to stand up for my friend and articulate what’s going on? All those things were on my mind.”

Harper Steele doesn't 'want to be afraid' as a trans woman

In part because of Ferrell’s celebrity, most of their interactions with strangers are warm and fawning. But the film also forces viewers to sit with the bigotry Steele encounters as a trans woman: In one scene, she’s subjected to cruel comments on social media after sitting courtside with Ferrell at a basketball game in Indianapolis. Dinner at a Texas steakhouse also becomes a queasy nightmare, when Steele is misgendered and glared at by restaurant patrons.

“I just want to be able to be in those places, because I don’t hate them. I don’t want to be afraid of them,” Steele says. “Basketball games in the middle of the country are things I want to go see, and I should be welcomed there. And I can’t say if I am totally welcomed there, because I went in there with Will Ferrell. You’re welcome wherever you go with Will Ferrell, so that’s not entirely a real trans experience.”

Since shooting the movie, she’s traveled alone throughout the Midwest without cameras rolling.

“I have found it easier,” Steele says. “Part of that's on me, and the confidence I bring going into those places now.” But also, people in general “are not interested in being mean as a first response. They're interested in being kind, and maybe when they get home to their basements, they feel like they need to say mean things.”

Will Ferrell, Harper Steele hope their Netflix documentary will 'do some good'

“Will & Harper” is widely predicted by Oscar pundits to be nominated for best documentary feature. The film is part of an exciting new chapter for Ferrell, who along with producing partner Jessica Elbaum has helped shepherd women-centered movies such as “May December,” “The Menu” and “Am I OK?”

“We’re just trying to lend whatever currency we have to supporting voices that maybe don’t get as much support as they should,” Ferrell says. “That’s kind of the battle cry, and it’s so fun when these things actually resonate.”

Already, Ferrell says he's gotten texts from friends saying, "I didn't really know what it meant to be trans," and that they now know how to better support other people through transitioning. Steele, too, hopes the film will do “some good in the queer community.” Now living in LA, she sees Ferrell more regularly and is grateful for the "acts of care" he's shown her. Had she come out as trans decades earlier, Steele posits, she may have never been hired at “SNL” or befriended him.

“There’s regrets that any person who comes out later might feel, and you can choose to live in them or not,” Steele says. “I just don’t. I have no interest in living with resentment.”