I read about the Steven Segal episode and I don't remember if they played that one back on comedy central 20 years ago or not. Might not have ever seen it. I know the cast members hated him, and reading about the episode I can see why. He had no clue on how to act on a comedy show at all apparently and just was openly narcissistic beyond belief to delusional and annoying levels that derailed every sketch.
I remember hearing about the Fear episode (with Donald Pleasence) and how they had to cut the band off prematurely, and basically John Belushi finagled his way to get Fear on the show because he loved the band. Always been meaning to find that episode sometime as well as other notable episodes I've heard about (or also the supposedly crappy era in 1980 or whenever)