It's a good week for 'Saturday Night Live' alumni.

Three of the show's own -- Kristen Wiig, Maya Rudolph and Will Ferrell -- have movies opening this weekend. Wiig and Rudolph star in the wedding comedy 'Bridesmaids,' co-written by Wiig; Ferrell stars in 'Everything Must Go,' a darker indie comedy about a man who sells all his stuff after his life falls apart.

Ferrell was on the show from 1995 until 2002, when he left to pursue movies. Rudolph was on 'SNL' from 2000 to 2007. Wiig is currently a cast member, having begun her run in 2005. All three first made their marks playing quirky characters and executing dead-on celebrity impressions.

Gear up for a weekend of 'SNL' alumni movies and check out the best sketches from Wiig, Rudolph and Ferrell below.

Maya Rudolph stars in 'Bridesmaids' as the lovely bride-to-be, but her characters on 'Saturday Night Live' were more over-the-top and zany. (See: the national anthem singer who just won't quit.)

Her impressions of Whitney Houston, Oprah Winfrey and Donatella Versace turned the well-known women into crazy caricatures skirting the edges of realism. Her uncanny, silly voices didn't hurt the funny either.

Maya Rudolph as Whitney Houston:




Wake Up Wakefield:



Kristen Wiig plays Rudolph's maid of honor in 'Bridesmaids,' and for a while, she was the undisputed star of 'SNL.' Check out her roster of celebrity characters: Judy Garland, Nancy Pelosi, Suze Orman, Japanese(!) Pam Beasley and Björk.

Her sketches usually center on some real weirdos. She's got Gilly, the trouble-making schoolchild; Penelope, the jealous exaggerator; Sue, the gal who reeeeally loves surprise parties; and Aunt Linda, a woman who reviews movies using faces and sounds.

Some of Wiig's characters started to get a little one-note recently, but luckily she retired them just in time.

Kristen Wiig as the Target Lady:




The Two A-Holes (Kristen Wiig and Jason Sudeikis):


Will Ferrell is probably the king of his generation of 'Saturday Night Live.' Ferrell dominated the show as its star during his tenure and left for Hollywood at the height of his reign.

Ferrell played a bumbling, down-home George W. Bush, 'Jeopardy!' host Alex Trebek, a mannish Janet Reno and singer Neil Diamond among many others.

To post just two of Ferrell's sketches would fail to do the man justice. In fact, it was announced this week that Ferrell will be awarded the 2011 Mark Twain prize for comedy, no doubt because of his the brilliance he brought to 'Saturday Night Live.' Say what you will of Ferrell's somewhat repetitive movie career, but you can't deny his sketch comedy dominance.

Will Ferrell in 'More Cowbell':



Will Ferrell and Cheri Oteri as the Spartan Cheerleaders:


What is your favorite sketch from Wiig, Rudolph or Ferrell? Tell us in the comments.
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