Saturday Night Live Movie

Yeah, the actress who played Kevin McCallister’s mother in the first two Home Alone movies originally was a SCTV cast member during its 8-year series run.
Yes, and it's a shame she's mostly known for those two horrible films than all the great stuff she did on SCTV.

Really, just about all of them did quite well after being "launched" by SCTV:
We've already mentioned Eugene Levy, John Candy, Catherine O'Hara, and Martin Short.
Rick Moranis was in several successful films like Ghostbusters and Honey, I Shrunk the Kids.
Harold Ramis was only in the cast during its run in Canada before being picked in the US, but he had a great career in films as a writer, actor, and director.
Brian Doyle-Murray (brother of Bill Murray) continues to have much success as a character actor in film and television. You've seen him way more often than you'd think as he's been in about 175 films and TV shows (counting voice over acting as well).
Dave Thomas' career after SCTV isn't as obvious as some of the others, but that's because he was employed mostly as both a writer for film and television, having written "Spies Like Us," and for many TV series including "Grace Under Fire," "The Blacklist," "Bones," and for voice-overs in animated films and series. He's actually been in well over 100 films and television shows himself since SCTV ended.
Joe Flaherty had a long career as a character actor before retiring from it in 2014 (he passed away earlier this year), appearing in well over 100 movies.
Andrea Martin became a very famous and respected Broadway performer, winning Tony awards and Drama Desk awards (I believe she holds the record as the most nominated actress ever in the Tony awards), but she has also appeared in nearly 200 films, mostly in character parts.