It's possible you are thinking of a different sketch or character. To help me understand what you are looking for, could you tell me:
* Any specific details you remember about the sketch? (For example, who was the character, what was the premise, when did it air?)
* Are you sure it was on SNL? There are many other comedy shows that have sketches, so perhaps you're thinking of a different one.
With more information, I can help you find the sketch you're looking for.