9. Wayne Gretzky, 1989
A year after leaving his native Canada to join the Los Angeles Kings, "The Great One" hit Studio 8H for a memorable turn that exemplified late Eighties excellence. The highlight is probably when he showed up on "Wayne's World," but bits featuring the likes of Phil Hartman and Victoria Jackson showed Gretzy was just as cool on SNL as he was on the ice. In addition, look for a cameo by young Conan O'Brien, then a writer on the show, which he and Gretzky reflected on in 2014.