Sidney Applebaum happens to be one of the characters in "Love and Death", a Woody Allen movie. In this movie, Sidney expresses himself, saying that they call him mad, but when the history of France is written one day, his name would be marked well.
The incongruity between the lameness of his name and the kind of personal history would have remembered the humor in this. Sidney Applebaum, being a French general, talks about the way the whole world would remember his name after his victory. This is just the major part of the "love and death" movie that makes it a great and really humorous one. As for Bill Hader, he acts being barely easy to break, which forms a cool reputation that he has on the show. Bill Hader breaking character is another part the audience love and keeps laughing without control.