“It was difficult for all of us. I think most difficult for her,” Lorne Michaels told reporters of Kristen Wiig’s “SNL” goodbye. “I don’t think it will be the last time she will be on that stage,” he said at yesterday’s Peabody Awards at the Waldorf-Astoria. Cast member Fred Armisen weighed in, telling us, “It was both sad and happy because no one ever leaves ‘SNL.’ Did you see the good nights? Kristen, Amy Poehler, Rachel Dratch, Chris Parnell, everyone. No one goes very far.” Armisen, awarded a Peabody for “Portlandia,” has no plans to leave “SNL” soon. “I love it; I love my friends there. We’re family,” he said. Alex Trebek, a winner for “Jeopardy,” addressed reports of retiring. “It doesn’t mean I am doing it, it just means I am thinking about it. I have been in show business for 50 years, and when you have done anything for 50 years you start thinking about the end of the road. I am enjoying myself — and as long as I feel my work is up to [producer Harry Friedman’s] standards, I’ll keep doing it.”