"And I have three words to say to that: 'Oy vey izmir'," he said, using the Yiddish term for "woe is me".
"I don't like it when Jews are in the headlines for notorious reasons," he said. "I want 'Einstein Discovers Theory of Relativity', 'Saulk Cures Polio' - what I don't want is: 'Weinstein Took It Out'," he said in reference to embattled film mogul Harvey Weinstein.
David continued into controversial ground, saying: "I've always been obsessed with women, and I've often wondered if I'd grown up in Poland when Hitler came to power and was sent to a concentration camp, would I still be checking out women in a concentration camp?
"I think I would," he continued. "Hey Schlomo, look at that one!"
"The problem is, there are no good opening lines in a concentration camp," David said, adding a long pause filled with nervous laughter from the studio audience, as he mimed approaching a woman.
"How's it going, they treating you ok? You know, if we ever get out of here, I'd love to take you out for some latkes. Do you like latkes? What? What did I say? Is it me or the whole thing? It's because I'm bald, isn't it?"
Backlash over the routine was swift, with many condemning David for combining humour about sexual harassment and Nazi concentration camps, and for even joking about the subject at all.
"WTF is wrong with Larry David?" asked Twitter user @ZionistEntity. "Did he actually think mixing sexual harassment with concentration camp humour is funny? What a train wreck."
"Larry David's joke about hitting on girls at a concentration camp on SNL was WAY out of bounds," opined @AKABoaz.
Others, though, thought it was typical of SNL comedy.