The talent in these early days included such names as O'Donoughue, Belushi, Chase, Murray, Radner, Belzer, Guest, Crystal, and Kenney. There are three CD's all told. Here is the first one. Link in comments.
Here are some genuine self-inflicted hyphenated names that I sifted from a phone book on PDF.
Jean Daughters-Fell Jennifer Gerrish-Lampe Katharine Dowell-Finder Carmelita McGinnis-Lard Glenda Slaughter-Pettigre Belinda Silvernail-Wood Lori Lavender-Jipp Nicky Long-End Lynn Zook-Slagg Pamela Bloomer-Pinkston Taramatti Ganpat-Puffett Lucinda Wonderlich-Fuller