Will Ferrell wrote Step Brothers with Adam McKay.
Step Brothers is a 2008 American comedy film directed by Adam McKay , written by Will Ferrell and McKay from a story by Ferrell , McKay , and John C. Reilly and starring Ferrell and Reilly . The Other Guys is a 2010 American action comedy film directed and co-written by Adam McKay . Will Ferrell . He first established himself in the mid-1990s as a cast member on the NBC sketch comedy show Saturday Night Live , and has subsequently starred in comedy films such as Anchorman : The Legend of Ron Burgundy ( 2004 ) , Talladega Nights ( 2006 ) , Step Brothers ( 2008 ) , The Other Guys ( 2010 ) and Anchorman 2 : The Legend Continues ( 2013 ) , all but one of which he co-wrote with his comedy partner Adam McKay .