Never...but Eddie jammed with the SNL band when Valerie guest hosted once.
Starlight and Uprising
they performed zero and maps
Julia Sweeney
Vampire Weekend performed Cousins and Giving Up The Gun on SNL in 2010 and they performed Diane Young and Unbelievers on SNL in 5/2013.
Keenen Thompson from snl
kesha has performed on the SNL, on Saturday Friday 17th
Paul Simon
Lenny Pickett has been the SNL saxophonist since 1985.
From SNL. Akiva, Jorma, and Andy. Performed songs, "I'm On a Boat" and "Jizz In My Pants".
According to Wikipedia - it was performed by the band 'The Red Jumpsuit Aparatus'
Foo Fighters has appeared on SNl 27 times and owns the record by a large margin. The next closest band is Aerosmith with 14 appearances.