F-bomb on SNL

It was Charles Rocket who did it first...

wikipedia said
The February 21, 1981 episode hosted by Dallas star Charlene Tilton featured a parody of the famed Who Shot J.R.? episode of Dallas. In the episode, Rocket was shot in the chest by a sniper while doing a sketch about a sexy couple (with Gail Matthius as his partner) bathing a dog and spouting innuendo. At the end of the show, as cast members traditionally gathered around the host to say good night, Tilton asked Rocket how he felt about being shot. In character, a wheelchair-using Rocket improvised, "Oh, man, it’s the first time I've ever been shot in my life. I'd like to know who the **** did it", followed by the cast and audience reacting with shock and laughter.
Due partially to the violation of broadcast standards, along with Saturday Night Live's low ratings, Doumanian and Rocket were soon fired (along with most of the writers and fellow cast members Gilbert Gottfried and Ann Risley). Piscopo and Eddie Murphy were the only cast members to survive the axe, after new producer Dick Ebersol replaced Denny Dillon and Gail Matthius after producing one episode. In "Saturday Night: A Backstage History of Saturday Night Live," it is reported that Rocket was particularly hostile to Murphy and Piscopo.[3]

http://en.wikipedia.org/wiki/Charles_Rocket