Season 7: On the rerun of the episode hosted by Robert Urich with musical guest Mink DeVille, Bryan Doyle-Murray appears in a memorial piece about John Belushi (who had recently died, becoming the first SNL cast member to do so) and tells the story of how John Belushi looked after him when he came to New York and saved him from getting hit by a ten-ton truck (also a Crowning Moment Of Awesome, as Belushi pushed Bryan out of the way and Belushi got hit, only to reveal during a hospital visit that he wasn't hurt — no broken bones, no bruises, no head injuries, nothing).
Season 14: Steve Martin ended up hosting the program the same day Gilda Radner passed away (May 20, 1989; S 14 E 20). Instead of the planned monologue (where Martin discusses his good and bad sides in photography), Steve pays tribute to Gilda by flashing back to the Season 3 episode he hosted in 1978 where he and Radner did a takeoff of Fred Astaire and Cyd Charisse in The Bandwagon in a sketch set at a discotheque. At the end of the clip, Steve mentions how much he's going to miss Gilda and there are visible tears in his eyes.
Years later, on the season 37 episode hosted by Emma Stone, one of the bumpers showed episode host Emma Stone as Gilda Radner's Roseanne Roseannadanna. That they did this (and the fact that Emma Stone looked so much like Gilda) showed that, despite all of SNL's changes and peaks and valleys, they still remember the people who made the show great (be they living or dead).
Season 14: The Schillers' Reel short film "Love is a Dream" which, while a departure from the usual comedy fare, is one of the most beautiful and heartwarming things to be shown on SNL. It involves an elderly woman (Jan Hooks) flashing back to her younger self while looking at her safety deposit box containing a tiara and a necklace. In the flashback we see a man played by Phil Hartman in uniform and taking her by the hand as they waltz together. It's just so romantic, but the capper is when the flashback ends and we see the elderly woman again. She departs from the bank and she glances at the security guard (who had previously let her in) and it's the same gentleman from the flashback. Unfortunately, with Hartman's death in 1998, this now doubles as a Tear Jerker.
Season 19: The last sketch on the season finale with Phil Hartman and Chris Farley singing "So Long, Farewell" from The Sound of Music, now a Harsher in Hindsight moment as both Farley and Hartman died within six months of each other in the late 90s.
Season 28: The end of the Queen Latifah episode, where Horatio Sanz does a tribute to Mr. Rogers (the episode first aired around the time that Mr. Rogers died).
Season 30: Similarly, an episode had Darrell Hammond as Rodney Dangerfield (who had recently passed away at the time of the episode's premiere) doing his "I don't get no respect" schtick for St. Peter (Horatio Sanz). Rodney thinks he has to do it to get into Heaven, but really St. Peter just wanted to hear Dangerfield's jokes just because. Oddly enough, that episode was also hosted by Queen Latifah (this time as host and musical guest; the first time she was on, she just hosted)...
Season 33: On the episode hosted by Ellen Page, there was a final sketch where a girl (Page) tells her boyfriend (played by Andy Samberg) about the fun time she had at a Melissa Etheridge concert, and her boyfriend keeps accusing her of being a lesbian because of how much she enjoyed it. You would expect the boyfriend to dump her or only keep her around so he can watch her make out with other girls, right? Wrong. The boyfriend told his ex that if she's going to go gay, then he'll go gay too so they can share the apartment they live in and still be friends. It's now more Heartwarming In Hindsight and based in Reality Subtext now that Ellen Page has come out as a lesbian.
Season 35: On the Tina Fey/Justin Bieber episode, there's a sketch where Fey plays a nine-inch-tall hooker named Loleen who sells her body so she can raise money to go to Paris. When she hears that a priest (Bill Hader) has to come up with $1,300 overnight or his orphanage will be shut down, Loleen gives the priest her money to save the orphanage, telling the priest not to tell the kids who the donor is or what she had to do to get it.
After the closing, the cast handed White a bouquet of flowers.
During the 25th anniversary special, some screentime is devoted to honoring cast members that have passed on. A couple involve some good natured ribbing of the departed, of course, but there's no doubt they're honoring the departed. Appropriately, Dan Aykroyd and Laraine Newman do a segment about John Belushi; Steve Martin again about Gilda Radner; David Spade about Chris Farley; and Jon Lovitz (backed up by the 80s cast) about "[his] big brother, Phil Hartman."
The Zooey Deschanel episode, in which a brief still of Whitney Houston on a Mary Katherine Gallagher sketch was shown before commercial break in complete silence (the episode aired within minutes of Whitney Houston's death being announced on the 11PM news.).
The Catherine Zeta-Jones episode from season 31 had a brief still shot of Charles Rocket (with the caption: "Charles Rocket: 1949 - 2005") that appeared after Weekend Update (Rocket had committed suicide two weeks before this episode premiered). It's just nice that SNL acknowledged him, even though he was part of a cast that most — of not all — fans have branded the worst season ever and most people these days wouldn't know him from SNL (Charles Rocket, in his post-SNL years, has been on such shows as Max Headroom and Normal, OH and had supporting roles in movies like Dumb and Dumber and Titan A.E., but sadly couldn't find any lasting fame, which depressed him immensely)
When George Carlin died in 2008, rather than rerun the season 33 episode hosted by Ellen Page, the network decided to air the very first episode (which Carlin hosted) in his memory.
After seven years on the show, Kristen Wiig got a sendoff at the end of the 2011-2012 season finale hosted by Mick Jagger in a sketch where she "graduates" from "high school" and dances with all the cast members note the most tear-jerking ones were when she danced with Bill Hader (who most likely was crying Manly Tears over her departure; notice how he wiped his eyes after he danced with Wiig), Jason Sudeikis (who spent the entire sketch looking like he was trying desperately to not lose his composure), and Andy Samberg (who actually picked her up and spun her around while they were dancing). The four came on the show together in 2005 and half of them were now leaving — two weeks after Wiig's goodbye episode, Andy Samberg announced that he wouldn't be coming back to the show and Lorne Michaels. Probably the most tearjerking and heartwarming goodbye of a popular female cast member since the "Steve Martin tribute to Gilda Radner."
Bobby Moynihan and the other cast members hugging the real Big Bird (who appeared in that episode's Weekend Update) in the final goodbyes.
The pretaped sketch "Sad Mouse" on the episode hosted by Bruno Mars. Mars plays a man who is depressed over his girlfriend breaking up with him and his dad leaving him for another family he had behind his mom's back, but has to go to work as a mouse, greeting tourists at Times Square. Throughout the short film, the man tries to keep a brave front, but is totally miserable, until he meets a girl in a frog costume who's also upset despite having to be all cheery for tourists and comforts her. It's the sweetest, strangest thing SNL has come up with (at least until the "Stefon's Wedding" segment of Weekend Update on the Ben Affleck/Kanye West episode).
A day after the horrific shooting at Sandy Hook Elementary School in Connecticut, where 28 people, including 20 first graders, were killed, SNL opens its Christmas episode with the New York City Children's Chorus singing "Silent Night", in lieu of the usual comedic cold opening (very much like what happened after the 9/11 attacks when the usual funny cold opening is replaced with something more somber). Also a Tear Jerker.
From that same episode, Paul McCartney, the musical guest, giving a rare third musical performance of none other than his Christmas classic "Wonderful Christmastime", featuring that same choir. You can see the smiles on the kids' faces.
A small one, from the Natalie Portman and Fall Out Boy episode: during most of Fall Out Boy's first musical number, the lead singer, Patrick Stump, looked totally shell-shocked and terrified of screwing up. At the end of the number, he moved away from the microphone and faced away from the audience to compose himself/hide... only for the rest of his band to go over and pat his head and hug him before the show cut to commercial.
From the Vince Vaughn/Miguel episode, there was a pretaped sketch about a late 1970s punk rock group from Britain who became popular for their anti-establishment songs like "Cunt in a Crown," "Hey Police Man," and "Living in the Gutter"...until the lead singer (played by Fred Armisen) begins performing songs supporting Margaret Thatcher (who was Prime Minister at the time and was considered a very controversial choice, with a lot of people branding her a terrible person) and causes a strain within the group. The reason he killed his career and sold out: because he genuinely liked her (even saying Thatcher reminded her of his mom, and that he would miss her now that she was dead). He even had tea with Thatcher (played by Vanessa Bayer) when she was pushed out of office in 1991.
Seth Meyers stopping Stefon's (Bill Hader) bizarre wedding to Anderson Cooper after realizing that, for all his Cloudcuckoolander ways and constant badgering into dating him (despite that Seth has a girlfriend), he does love him.
Ben Affleck appearing as Stefon's brother, Dave note (or As Himself, it's not really made clear) at his wedding. If you'll recall, Bill Hader's first appearance as Stefon was in a one-shot sketch about a screenwriter named Dave who invites his weird, estranged brother Stefon to help him pitch a movie (even though Stefon interrupts it with descriptions of bizarre, homoerotic imagery), only for executives to pick Dave's movie (a family-friendly sports drama) over Stefon's alleged pitch (described as a "...half-remembered gay nightmare.") and that was the last we heard of Stefon and his brother Dave (until Stefon became a Weekend Update character). It shows that Dave actually cares for his brother, even if he's weird and there's a slight chance that they may not be blood-related.
During a segment of "Bill Swerski's Superfans" (you know, "DA BEARS" and all that...), fill-in host Bob Swerski (George Wendt) introduces his daughter (1991-92 featured player Beth Cahill), who starts flirting heavily with Todd O'Connor (Chris Farley). As Cahill's character sits in his lap, he briefly considers cheating on his wife with a younger woman, until an interjection by Carl Wollarski (Robert Smigel) gives way to an Imagine Spot of his wife (also played by Farley in drag). While she's not much of a looker, she tells him that she knows how much he enjoys watching DA BEARS and made Bratwurst for him for the game, then she tells him "You're MY Ditka..." This brings Farley's character to near tears as he spurns her advances proclaiming "I'm her Ditka!!" and remains faithful to his wife.
The first time Sarah Michelle Gellar appeared on SNL, after she thanked the cast, crew and musical guests, she held up a sign reading "I Miss You, Aly! Willow Rules!" Later that week, when Alyson appeared on a talk show, she held up a sign reading, "Hi, Sarah! I Miss You, Buffy Rules!"
Ian Rubbish'snote Ian Rubbish was the British punk rocker on the SNL sketch about a punk rocker who risked his career and credibility singing songs that supported Margaret Thatcher (Fred Armisen) song, It's A Lovely Day. Since the Ben Affleck/Kanye West episode is the last episode featuring Fred Armisen, Bill Hader, and Jason Sudeikis (also Tim Robinson, though Robinson has now been hired as a show writer after a mediocre stint as a cast member), the song was pretty much Fred's way of thanking viewers for the 11 years on the show ("It's been all right/I've had a lovely night with you") and assuring fans out there that the cast and crew need to stay strong in the face of cast turnover and the critics and fickle fans coming after the show for "not being the same" now that he, Hader, and Sudeikis will be leaving ("If your mates are not around/And you need them when you're down/You gotta hang on/It's still a lovely day").
Cecily Strong welcoming Colin Jost (who has been on the show since he was 22 as a writer, until he worked his way up to head writer and was recently chosen to be Seth Meyers' replacement on Weekend Update) as the new Weekend Update anchor.