There are some good books about it. This one is the best, I think.
https://www.amazon.ca/Live-New-York-Complete-Uncensored/dp/0316295043/ref=sr_1_1?s=books&ie=UTF8&qid=1499705897&sr=1-1&keywords=snl
Tom Shales interviewed loads of cast members. Plenty of good insights and anecdotes.
This one was a lot better for cast overview.