The Blues Brothers
The first — and still best — of the SNL films, largely because it isn’t based on one-joke characters. Actually, there isn’t much to the characters of Jake and Elwood Blues (John Belushi and Dan Aykroyd), meaning they just provide the framework for director John Landis to stage some incredible musical numbers and smash up half the city of Chicago. Since the Brothers only appeared on SNL performing songs, there was no need to call back to the sketch comedy; the movie was allowed to create its own world with its own rules. No SNL movie would share the same luxury again. You’d be hard pressed to find a movie as raucous or fun as The Blues Brothers.”
— Patrick Bromley, 11 Movies Based on Saturday Night Live Sketches