How well do we know our friends? Our neighbors? Ourselves? In the new documentary “Will & Harper,” which opens in select theaters on Sept. 13 and will stream on Netflix starting Sept. 27, the superstar comedian Will Ferrell and his best friend and frequent collaborator, Harper Steele, take a New York-to-California road trip together to try to answer those questions.

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Hitting the highway on a quest for meaning is a classic American story, but it hasn’t been told in exactly this fashion before: Steele is a trans woman who came out to her friends, including Ferrell, two years ago. That was after years as a comedy writer, many of them at “Saturday Night Live,” where they both worked and where Steele eventually became a head writer. The two friends explained to me that the show wasn’t always the easiest environment, though they have different reasons for saying so. They also experienced some ups and downs on their cross-country drive, which gave them a chance to talk through what Steele’s transition means for their friendship and to get a clearer sense of how their fellow Americans feel about transgender identity.

As you might expect, the film’s soul-searching often comes wrapped in laughs. But given the politicization of trans rights, even situations the duo set up for silly comedy can turn tense. There’s a key scene in the documentary in which Steele and Ferrell stop for what they hope is a goofy eating challenge at a rowdy Texas steakhouse. It does not wind up being goofy.

That scene, and this emotionally wide-ranging film, evoked feelings in me that work by Will Ferrell hasn’t before. (And I say that as someone who will happily argue for the deeper resonance of his gloriously idiotic “Step Brothers.”) But as “Will & Harper” the movie and Will and Harper the people attest, change can very often be a good and necessary thing — a funny one too.

The hard-hitting first question: How did you become friends? Ferrell: We became friends at “Saturday Night Live.” We were hired in the summer or fall of 1995, and we were all this brand-new group. No one knew each other, and one day Harper and I went to lunch. A very pivotal lunch for me.