"Live from New York, it's Saturday Night!" Saturday Night Live is a sketch comedy show that has run since the fall of 1975. Many now-famous actors and actresses such as Dan Aykroyd, John Belushi, Jane Curtin, Chevy Chase, Bill Murray, Gilda Radner, Paul Shaffer, Eddie Murphy, Joe Piscopo, Julia Louis-Dreyfus, Martin Short, Damon Wayans, Joan Cusack, Robert Downey Jr., Dennis Miller