"I've always wanted to work with Alec," the Oscar-nominated actress said Monday. "And he didn't disappoint."
Moore plays Nancy Donovan, the former high school crush of Baldwin's character, Jack Donaghy. The two are reunited and Jack confesses his feelings for her, but Nancy won't divorce her estranged husband because she's worried what people might think. The last time the two were seen together on the show, Nancy responded to Jack's confession with a kiss. Their situation was left open ended, but may soon be resolved - Moore will return as Nancy on Thursday night's episode.
Moore said she enjoyed her time working on the show.
"They're all so incredibly talented," she said of the show's cast, which includes Tina Fey and Tracy Morgan, along with Baldwin. "The writing is insane and I love Alec. It's been fun...the level of ability on that show is just insane."
So, does anything happen with Jack and Nancy?
"I can't tell you that!" she responded. "You'll have to watch."
Moore is also using her comedic skills alongside another funny man - "The Office" star Steve Carell, who she calls "a great talent." The two will be working together in an upcoming Warner Bros. comedy that starts production next week.
She also has a new film arriving in theaters on July 7, a comedy-drama called "The Kids Are All Right." In the film, Moore stars alongside Annette Benning as a lesbian couple who conceive two children through artificial insemination. When the eldest child (Mia Wasikowska) turns 18, her younger brother (Josh Hutcherson) asks her to contact the sperm bank so the two can meet their biological father (Mark Ruffalo).
For Moore, the film is about family, and what it means to be one.
"The wonderful thing is it is a very conventional family - it's just with two women," she said. "It's about what it means to be a family, what it means to be in a long-term relationship, all of the things that we know about from being members of a family."
The actress has high praise for her leading lady.
"Annette is great," she said. "She's wonderful and so talented and very spectacular."
For Moore, who has been nominated for four Oscars, going back and forth between comedic roles, like her one on "30 Rock," and more serious ones, like "A Single Man," is not a challenge.
"It's a pleasure," she said. "I feel very lucky that I have opportunities to have different kinds of styles. That's what you want as an actor."
By Jessica Derschowitz