Can I have your number was a skit on MadTV not on SNL, it was Nicole Randall Johnson who played the guy that kept asking for girls numbers.
If you're talking about Stuart in MAD tv then its Michael McDonald.
He did 2 skits. He sang the song "Baby" and "U Smile" and he did a skit where the substitute teacher likes him and another where this girl dances with him and Justin is a nerd. He was only in that...
To Where You can find old SNL. Most likely YouTube. Derka derka.
The first spin off movie from a Saturday Night Live sketch was The Blues Brothers (1980).