Ask any comedian about the influence of Saturday Night Live on their lives and work, and you will get passionate, hyperventilating tales about how the legendary sketch show changed their lives. The groundbreaking work of the original cast, the Joe Piscopo-Eddie Murphy years, "Wayne's World" and Will Ferrell and the neverending need for "more cowbell" — regardless of how old they are or what era they first heard the magical phrase "Live from New York," today's funniest folks were virtually all affected by tuning in every Saturday night to see what SNL would trot out.

So in honor of the show's 40th anniversary, we decided to grill a handful of comedy's best and brightest to find out about the sketches and cast members that stuck with them. From Lena Dunham to Albert Brooks, these nine comic actors remembered their favorite SNL moments. Reporting by Cady Drell, Elisabeth Garber-Paul, Andy Greene and Sarene Leeds.