Steven Seagal
There is no clear reason as to why Steven Seagal was banned from the show, but there were rumors circulating that the actor was difficult to work with when he hosted the show in 1991. Since then, he had not been welcome to host another SNL episode.
Lorne Michaels, who presented the show, even referenced Seagal. While speaking with Nicholas Cage, he called him the biggest jerk to ever host the show.