One of my favorite shows when I was younger, In Living Color was a great sketch comedy show that is truly underrated. Here are a few sketches to show you what I mean:
Jim Carey's Grim Reaper:
Carl "The Tooth" Williams:
The Monument to Wilt Chamberlain:
Homey D. Clown battles Chuckles:
And for the Holidays... Fire Marshall Santa:
On a side note, these all came from hulu.com which is a great site to find old SNL videos as well as full episodes of other shows.