This may be Fred Armisen's crowning achievement as a music nerd on Saturday Night Live.
Fred Armisen plays a Johnny Rotten-like punk rocker named Ian Rubbish who looooooves Margaret Thatcher in this parody of The Sex Pistols documentary The Filth and the Fury.
To get a sense of how dead-on this gets, check out how well they replicated The Sex Pistols' famous interview with Bill Grundy on The Thames TV Today Programme...
...with this footage from the actual show in 1976.
Source: youtube.com