1. Zach Galifianakis NBC He auditioned sans beard for SNL, but didn't make the cut. 2. Paul Reubens (aka Pee Wee Herman) Netflix SNL alum Phil Hartman helped him develop his character, which he took to audition for the 1980-1981 season. He was beat out by Gilbert Gottfried. 3. Ellie Kemper NBC She auditioned at the same time as Kate McKinnon, but didn't make the cut. Her husband does write on the show though. 4. Jim Carrey NBC / Only Auditions / Via youtube.com Carrey auditioned for the show three different times, eventually being beat out by Phil Hartman, Dana Carvey, and Eddie Murphy. 5. Lisa Kudrow NBC Lisa Kudrow auditioned alongside Kathy Griffin and Julia Sweeney. Sweeney was eventually cast, but it all worked out for Kudrow because Phoebe Buffay is iconic. 6. Stephen Colbert NBC He was at the same callback as Tracy Morgan who was eventually given a part on the show in 1996. Colbert did end up writing for Norm MacDonald on "Weekend Update" for one month, though. 7. Rachel Bloom Rachel Bloom @Racheldoesstuff Ok @EW, here's my SNL audition tape from 2012 in which I did Kate Hepburn auditioning for "Space Jam." 04:12 AM - 02 Sep 2016 Reply Retweet Favorite The Crazy Ex-Girlfriend star didn't get the part, but she released her audition tape on Twitter for us all to see. 8. Jennifer Coolidge MGM She was invited to audition with Will Ferrell, Cheri Oteri, and Chris Kattan. She was the only one not invited to join the show. 9. Jack McBrayer NBC He auditioned the same day that Seth Meyers did, and even though he didn't join the SNL cast, he worked with Lorne Michaels on 30 Rock. 10. Nick Kroll FX Network He auditioned alongside John Mulaney, who became a writer for the show. Kroll didn't get the part on SNL, but joined the cast of The League the following year. 11. Jordan Peele Comedy Central Peele also auditioned the same time that Kroll and Mulaney did, but went on to have a massively popular sketch show of his own. 12. Kevin Hart NBC Snippets of his audition were played for SNL's 40th anniversary special, and he went on to host the show twice. 13. Kel Mitchell Paramount Pictures While Mitchell didn't get the part, his Good Burger and All That costar, Kenan Thompson, has been on the show since 2003. 14. David Cross Imagine Entertainment Cross showcased for SNL, but that's about as far as it went. He then went on to play Dr. Tobias Fünke in Arrested Development. 15. Kevin James CBS James did his stand-up act for his audition, and he says that it's the worst he's ever bombed. 16. Josh Gad Columbia Pictures He had been sending audition tapes to SNL and was eventually offered to come audition, but was just starting Book of Mormon, so he decided to pass on the opportunity. 17. Marc Maron Netflix The GLOW star interviewed Lorne Michaels to ask why it didn't work out, and Michaels gave him answers that beat around the bush. 18. Donald Glover NBC He auditioned for it twice and even talked about it in his opening monologue when he hosted the show in 2018.