Trebek appeared on Ferrell's final episode of SNL as himself.
Originally, SNL Executive Producer Lorne Michaels offered O'Brien a producing job for a late-night talk show on NBC.
Colbert voiced Ace in the Robert Smigel animated short The Ambiguously Gay Duo, which aired on both Dana Carvey and SNL.
The comedy is loosely based on her experiences as a writer at SNL.
She appeared with SNL cast mate Rachel Dratch in the two-woman show "Dratch & Fey" at several comedy festivals.