Sundance loves a crowd-pleaser.

The Park City, Utah, festival is a reliable launching pad for feel-good films, from last summer’s “Theater Camp” to Oscar best picture winner “CODA.” This year, the audience favorite could be “Will & Harper,” a joyous and life-affirming documentary about Will Ferrell and his close friend of 30 years, comedy writer Harper Steele.

Ferrell, 56, and Steele, 63, met in the mid-1990s on “Saturday Night Live,” and later collaborated on feature films including “Eurovision Song Contest: The Story of Fire Saga.” In 2022, Steele came out as a trans woman in an email to family and friends. Eager to support her and learn more, Ferrell suggested they take a two-week, cross-country road trip from New York to California. Together, they visited diners, sports arenas and biker bars across Middle America – places Steele once loved to frequent but was nervous to go back to.

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For people who may not have trans friends or family members, Ferrell acts as an audience surrogate throughout the movie. An attentive and generous listener, he asks Steele thoughtful questions about her childhood and decades spent in the closet, while also being sensitive to her few boundaries around topics such as dating and gender-affirming surgery. He accompanies Steele to clothing stores and divey pool halls, and gamely waits in the car when she wants to experience those places on her own, without the crutch of a famous face to diffuse unwanted attention.

There are uncomfortable, at times tense moments. Steele is misgendered on multiple occasions by waitstaff and restaurantgoers. (“I am not a bro,” she politely but firmly corrects one man, sitting at a bar adorned with Confederate and Trump flags.) At a Texas barbecue spot, she struggles to hide her unease as people glare and snap photos of her and Ferrell, who draws a crowd by wearing a Sherlock Holmes costume to dinner. The next day, they scroll through dozens of hateful posts they’re tagged in on social media.

“I feel like I let you down in that moment,” says Ferrell, breaking down in tears as he apologizes for putting Steele in a potentially unsafe position. The comedian acknowledges his shortcomings as an ally, while Steele astutely recognizes her own privilege, aware that most trans people don’t have a straight celebrity they can fall back on when situations get tough.

“Will & Harper” is profoundly moving and frequently funny, with a slew of “SNL” cameos including Tina Fey, Seth Meyers and Molly Shannon, all of whom pop in at points during the duo’s journey. They also call on another A-list pal to write a “theme song” for their road trip, which with any luck will be in Oscar contention next year.

But the film ultimately works because Steele refuses to hold back. She speaks candidly about suicidal thoughts and body insecurities, and her desire to no longer hide as she enters her twilight years. She vents about her triggers and frustrations, but also expresses bittersweet gratitude for coming out when she did.

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“I should’ve made that decision 40 years ago,” Steele tells Ferrell during an emotional heart-to-heart. “But I wouldn’t have had you guys; I wouldn’t have gotten hired (at ‘SNL’). I would have had a completely different life.”

“Will & Harper” premiered Monday at the Sundance Film Festival. The movie is directed by Josh Greenbaum (“Barb & Star Go to Vista Del Mar”) and is seeking distribution.