Ethan Shanfeld Jim Carrey, Jennifer Coolidge, Kevin Hart, Stephen Colbert, Donald Glover, Mindy Kaling and Jordan Peele. These are just some of the A-list comedy stars who once auditioned for “Saturday Night Live” and did not make the cut. Their audition tapes were unveiled in the first episode of “SNL50: Beyond Saturday Night,” a four-part docuseries on Peacock directed by Morgan Neville that peels back the curtain on “Saturday Night Live’s” audition process, writers room and more.